I agree it's not exactly a bug. But the fact remains that differentials are running based on a non-existent full backup (a backup that's part of a volume snapshot). It could've been avoided if the VSS writer recorded it as 'copy only'.

And I agree that there should be only one method of backup. But in my case we require both. Volume snapshot is the preferred restoration method, in case of a crash. SQL maintenance plans are our fallback option.

If we don't have access to the backup device to check it's options, it's either your third option or the option proposed by rferreira (full backup immediately after the snapshot).