The answer is "no".
Consider the function $$f(x,y)=\sqrt{x^2+y^2}+|y|$$ Note thethat $v_0=i$$v_0=(1,0)$ is a subgradient at $(0,0)$. The gradient of $f$ is defined if $y\ne0$ and at all these points its first coordinate is strictly less than 1. Hence the statement follows.