I understand both gravitational waves and a hypothetic vacuum decay bubble travel with the speed of light. Does this mean there won't ever be any observable warnings of vacuum decay before an observation point would get cought in the vacuum decay bubble? Or could we, for example observe a change in orbital path of the sun through the galaxy if vacuum decay would start in the core of our own galaxy?
No, all models of vacuum decay bubbles I have seen in the literature expand at the speed of light which means there will be no warning. Gravitational waves move at the speed of light, so they are no help.