YES you can 
run your game on your Vega and Capture the game with OBS Studio + AMF Encoder Plugin
you can choose your video adapter in "Advanced" View-Mode in Encoder Tab
ps i tested it with my RX580 4G + RX460 2G (low profile)
PC: R7 2700X @PBO + RX 580 4G (1500MHz/2000MHz CL16) + 32G DDR4-3200CL14 + 144hz 1ms FS P + 75hz 1ms FS
Laptop: R5 2500U @30W + RX 560X (1400MHz/1500MHz) + 16G DDR4-2400CL16 + 120Hz 3ms FS