Hi Sanme98,
The sales tax group setup does not depend on the setup of vendors and vice versa. Yet, best practice is to setup default sales tax groups at the vendor / vendor address level.
If you check your process tomorrow, please also have a look at the current state of your workflow process as you cannot edit the sales tax group in every state and might have to recall your current workflow process before you are able to edit the sales tax group.
All the best,
Ludwig
