if you want it all in a vector format, use illustrator. The gradient mesh might be your best bet there. At the moment, that's the only way I can think of retaining the vector properties AND having highly editable feather effects.
If you have to use photoshop though, I'd blur with the blur tool (not filters) what you want feathered, rather than using feather - you can control where you want it that way, and avoid having to clean up unwanted feathering.
Still, I'd suggest going with illustrator or a similar vector program. It's far superior for vector effects, not to mention performance, file size etc. when it comes to illustrations like that. It also allows for easier control and editing, and is much better at managing large amounts of paths.