If the rifle is dirty, clean it - including removing the action from the stock and thoroughly cleaning the entire trigger group.
Have a gunsmith safety-check the rifle, if you don't know how.
If the rifle is clean...
Don't ask customer service any questions, just tell them it is firing when the bolt is closed.
It's a dangerous condition that can result in serious harm to you or others.
STOP shooting the rifle.
Put it away until Weatherby gives you a return authorization number and has you ship it in for repair.
Do not shoot the rifle.
Do not loan the rifle to anyone.
It is experiencing a legitimately dangerous malfunction, and needs to be fixed.
I'm not just talking about the unplanned discharge of a bullet heading where ever the rifle is pointed, either. If it discharges before the bolt lugs are engaged far enough, the cartridge can send shrapnel into anyone nearby when it detonates, and even blow the bolt back into your hand (or worse).
This is a genuinely dangerous malfunction, not something to shrug your shoulders at.
As for the problem...
I don't own any Vanguards, but I have seen it happen before. In both instances, it was caused by reloaders using overly-hot loads and piercing primers. Pieces of primer interfered with sear and striker engagement.