VCF files have to be sorted

[mfoll]

See here:

All entries for a specific CHROM should form a contiguous block within the VCF file.
Positions are sorted numerically, in increasing order, within each reference sequence CHROM.

Use something like: https://github.com/vcftools/vcftools/blob/master/src/perl/vcf-sort or https://www.biostars.org/p/133487/