Try this...
import 1080x1920 30p clip from EX3 into vegas 9.0b using built in capture utility not the 3rd party clip browser. (all worked as it should)

Now take the clip that was imported with 9.0b from the destination folder and try to import into Vegas 8.0c...It will not import.

Vegas 8.0c does not support EX1/EX3's MP4 container with mpeg2, it only supports it if you rewrap the file in MXF. It's not a bug, it's just a feature that didn't exist in 8.0c. You will have to use Sony's utility that came with the camera to re-wrap to MXF, and then 8.0c will read it.

So if i want captured clips from my EX3 to work in both 9 and 8 - I still need to use the old sony Clip browser??

Yes, sorry. But this is not much of a deal, since the re-wrapping is lossless and doesn't re-encode, so each clip will re-wrap within seconds.