You might think I'm crazy, but I'm thinking that maybe Ramos, Steampunk Sorceror from Wyrd Miniatures might not be bad?
There'd be some converting, but you're already accounting for that. He'd give you a head start on both the coat and the hair; eliminating the sideburns might be a pain, but bulking up the hair in front and bringing the hairline forward would get you started on hiding the forehead wrinkles. Changing to Vash's glasses shouldn't be too tough, then swap the flame hand for a gun and you're almost there. Just a thought, hope it helps.
He's also not as bulky as the WarMachine figure used for the conversion on CMoN... although if you wanted to go WM / PP, I think this guy might be better:
http://www.privateerpress.com/WARMACHIN ... ure&id=271
or maybe one of these guys:
http://www.privateerpress.com/WARMACHIN ... ture&id=86