When you refer to a PR vignette, do you mean an ILR vignette issued under the UK Immigration Rules or do you mean a PR vignette under the EEA Regulations?
ILR status ceases when you take the oath (or make affirmation) as a British citizen. So, an ILR vignette ceases to have any effect, even if it remains in your passport.
Whether PR status (under EU law) persists after British citizenship is as yet unclear. There is no provision in EU law as regards PR ceasing by acquiring British citizenship. The Loundes case with the ECJ/CJEU is looking into a similar issue (whether an EEA citizen who has acquired PR earlier and then British citizenship can continue to exercise treaty rights in the UK).
As regards the Home Office records, they must destroy certain biometric records relating to immigration when the person becomes a British citizen (there used to be a sticky on that, but I can't find it). They way they got around it is by getting you to submit biometrics for your citizenship application (which not being related to immigration can be kept) and they are destroyed when you enroll your biometrics for your passport. So one way or another, the Home Office has a record of your biometrics.
As regards other Home Office records, such as forms, etc, there is
a thread on that topic. You may want to go through the links there to find out more.
I am not a lawyer or immigration advisor. My statements/comments do not constitute legal advice. E&OE. Please do not PM me for advice.