first thing, I dunno about VEPA schedules. I've heard schedules may behave slightly different in different parts of DP, so this may be another case of such inconsistencies.
That being said, do you really absolutely need to have the extended protection attached to the first friday of a month's full? Or would it suffice for it to be from every 4th or 5th friday, so it's roughly month-based, but without the ugly tinkering necessary to get it week- and month-based at the same time? A schedule for an extendedly protected full every n weeks can be written in a single file without any exclude statements, so it may work where excludes aren't available.