Being as you are new to Vallejo, and I was in the same boat early last year, thought I'd chime in even though there are folks here (Phil probably included) with lots more experience than I.
Vallejo doesn't like to mixed with certain things that folks typically mix with their acrylic paints, and likes to be thinned with Vallejo airbrush thinner (some folks use distilled water, I do that all the time when brush painting Vallejo Model Color).
For example, some folks like to thin acrylics with Windex, alcohol, or Tamiya thinner. All three make a globby mess in an AB when mixed with Vallejo..
I found it hard to believe that lacquer thinner wouldn't cut Vallejo, so I did a little test. Started with a drop of Vallejo air and began adding a drop of lacquer thinner and stirring, then adding subsequent drops. Can't say it globbed up exactly, but it certainly didn't thin to the consistency I'd expected.
FWIW, I use Iwata Medea airbrush cleaner. IMO, it actually works as well if not a bit better than Vallejo's own airbrush cleaner. But I've used both and the Vallejo works just fine.
Curious what airbrush cleaner you use after the lacquer thinner?
Sorry this got so long....