I have $wgLanguageCode = "de" and see a plain "<vector-more-actions>" in my gui.
Problem exists since gerrit 135413, where the message was moved to extra i18n file and a extra require_once is used to load the Vector.php and with that the entry for $wgMessagesDirs.
This all is happen in Setup.php *after* the init of global $wgContLang.
The init is using Language::factory, which calls Language::newFromCode which calls Language::getFallbacksFor. getFallbacksFor now needs the fallback list from LocalisationCache. The first call to LocalisationCache will init the cache the cache, which used the existing items from $wgMessagesDirs. The Vector part is not added, because that is done later. So the cache is build without the messages from the skins.
Actually solution: Copy the require_once to LocalSettings.php.