For static lower thirds, create the graphics in a graphic editing program (Photoshop, etc) and save as transparent .PNG file. Drop the file into a track above your main track in Vegas Pro.

This graphic file can be downloaded here:

https://drive.google.com/drive/folders/1CjHTR5ST-zBGvWXGNGQJwkTSrtoX5S_P?usp=sharing

For video, save in a format that supports an alpha channel.

or just import the PSD file into VEGAS Pro. VEGAS can read & stream PSD file in the timeline.

Any edits in PS will be updated in VEGAS

Such a simple static lower third can also be made directly in Vegas, no need to create in an external graphic program. Especially when you want also to put different animations to the lower third it is better to create the lower third directly in Vegas. Unfortunately you need some advanced experience with Vegas to create such animated lowerthirds. To explain here in a few words is too difficult, but youtube can help.

Another option is to buy lowerthirds templates like the one at Vegasaur.com..

Those templates can be "analysed" and inspire to create your own lowerthirds templates.

As @3POINT says. Use your search engine and search "animated lower thirds" + vegas

For example this one: shows how to make easy animations with transitions instead of keyframing (but forget about the nonsense this guy is telling about green screening, not necessary when using nesting).

@Boomer-Bloom Check out my videos on key-framing and lower third animation.

With practice it's not that difficult.