Selection chooses only replicators such as DNA molecules and, conceivably, units of cultural inheritance. Replicators are judged by their phenotypic effects. Phenotypic effects may happen to be bundled, together with the phenotypic effects of other replicators, in vehicles. It isn't part of the definition of a vehicle. There didn't have to be any vehicles at all.
Extended phenotypes can include inanimate artifacts like beaver dams.
They can even include phenotypic characteristics manifesting themselves in other individuals and other species. The very existence of discrete vehicles is something that needs an explanation, in the same sense as the existence of sex needs an explanation. No doubt there are good explanations and I essayed three myself in The Extended Phenotype . But the vehicle is not something fundamental, in terms of which other explanations should be framed. The cooperative crickets, sculling like Mole and Ratty in unison towards their lily pad, are enchanting.