I didn't know this is working with premiere. The thing is voukoder does not use the file writing functions of premiere but uses it own (FFmpegs) file writing functions. Okay, but it does know the final file name and then just imports the file.
With VEGAS it's more complicated. I have to cheat alot with that API - you may notice the file extension is always mp4 even if you select mkv - So VEGAS does not always know the final file name. It's quite difficult to work with it. I might take a look at it again, but chances are very low to get this working.