Separate from the question you asked: on your Expense layout, do the vendor name and address fields belong to the Expense table, or the vendor table? It sounds like you have them as fields on the Expense table, but it's typically recommended that those be fields from the Vendor table.
Now, to address what you actually asked: I would create new global fields for the new vendor name and address, and make the "New Vendor" button a pop-over showing those two fields and a "Create" button. That button would then take the entered information, create the related Vendor record, and connect it with the Expense record. The existing Vendor fields on the Expense layout would remain non-enterable.
Yes, I thought of that process but it just seemed a little more straight forward for the user to enter the new vendor in the existing name and address fields on the layout.
And yes the vendor name and address are part of the vendor table - only the vendorID is in the expense_header table.
Go to field can put the cursor into a field for which Browse mode access is blocked via a behavior setting in the inspector.
Editable copies of these fields can be placed inside a popover that you open for this purpose.