It appears that Alpha Vantage is getting it's prices from Yahoo, as when I look in Yahoo I get the same data errors there. In the past I had problems with Yahoo historical data in that they tended to switch currency used to record a price from one day to the next, which is why I switched to Google.
So my conclusion is that Alpha Vantage is no use to me, because it uses Yahoo data, which has had this problem for years without being fixed. (This is for Vanguard UK ETFs, so hardly an obscure security that Yahoo can't be bothered to track properly.)
I would suggest it is more likely that AlphaVantage is getting its data from the same source as Yahoo does in this instance. Neither service is an originator of data they are just aggregating data obtained from elsewhere.
You'd think though that if data was coming unmodified from a single primary source, whose central business was selling data, it would be right. It looks like whoever is aggregating it is combining quotes from different exchanges without regard to the fact the quotes are in different currencies.
Google manages to get the data right, though as far as I can see their historical data is now only available via functions in Google sheets. (And you can't save the sheet to a .csv, it blanks out the data when you do.) I've resorted to cutting and pasting a year's worth of history for the few ETFs that matter into Excel spreadsheets, so I can save those as .csv files and import them to Moneydance.
Now that I've finished complaining and devoted a few minutes to looking for other data sources, quandl.com is looking very good. You need to be signed in to download data, but once signed in you can select from a large number of exchanges the search for a security, having found it you can download the data in a variety of formats (including excel and .csv) for free.
I had a look at Quandl and though it could be a good additional source to include in the Q & ER extension, however I noted that it is also incomplete, the ASX is one of the world's top 16 stock exchanges and therefore a member of the trillion dollar club however even under Quandl's premium service it appears to only include some of its indicies.
If no one source works for everything, we may need multiple sources.
At one point I found different providers worked best for different securities, so it might even be the case that we need to set data source by security. (Though that would be a bigger change than just having multiple sources, which looks like it would now work for me, if Quandl were one of them.)