Here is a proof of Conjecture in dimension $n=3$.
Let $K$ be a compact convex body in $\mathbb R^3$. For $k\le 3$, let $Gr(k,3)$ be the space of $k$-dimensional linear subspaces of $\mathbb R^3$. So, $Gr(1,3)$ is the space of lines and $Gr(2,3)$ is the space of planes in $\mathbb R^3$.
A point $x\in\partial K$ will be called
$\bullet$ flat if there is a plane $P\in Gr(2,3)$ such that $x$ is an interior point of the intersection $\partial K\cap(x+P)$ in $x+P$;
$\bullet$ edge if $x$ is not flat and there is a line $L\in Gr(1,3)$ such that $x$ is an interior point of the intersection $\partial K\cap(x+L)$ in $x+L$.
Claim 1. For each flat point $x\in\partial K$ there exists a unique plane $p(x)\in Gr(2,3)$ witnessing that $x$ is flat.
Let $F$ be the set of all flat points in $\partial K$.
Claim 1 allows us to define the map $p:F\to Gr(2,3)$ assigning to each flat point $x$ the unique plane $p(x)$ witnessing that $x$ is flat.
Claim 2. The image $p(F)\subseteq Gr(2,3)$ of $F$ is at most countable.
Claim 3. For every edge point $x\in\partial K$ there exists a unique line $L\in Gr(1,3)$ witnessing thar $x$ is an edge point.
Let $E\subseteq\partial K$ be the set of edge points in $\partial K$. Claim 3 allows us to define a function $\ell:E\to Gr(1,3)$ assigning to each edge point $x$ the unique line $\ell(x)$ witnessing that $x$ is an edge point.
Endow the projective plane $Gr(1,3)$ with the metric assigning to any lines $\ell_1,\ell_2\in Gr(1,3)$ the Hausdorff distance between the doubletons $\ell_1\cap S^2$ and $\ell_2\cap S^2$.
For every $n\in\mathbb N$ let $E_n$ be the set of edge points $x\in E$ for which there exist points $a,b\in\partial K$ such that $\|a-b\|=\frac1n$, $x=\frac12(a+b)$ and $[a,b]\subseteq \partial K\cap\ell(x)$. Here $\|\cdot\|$ denotes the standard Euclidean norm of the space $\mathbb R^3$.
Claim 4. For every $n\in\mathbb N$ the restriction $\ell{\restriction}_{E_n}:E_n\to Gr(1,3)$ is a Lipschitz map.
For every edge point $x\in E$ let $x+\ell(x)^\perp$ be the plane in $\mathbb R^3$ that contains $x$ and is orthogonal to the line $\ell(x)$.
Claim 5. For every $n\in\mathbb N$ and every point $x\in E_n$ there exists a neighborhood $O_x$ of $x$ in $E$ such that for every $y\in O_x$ the line $y+\ell(y)$ has non-empty intersection with the set $E_{2n}\cap (x+\ell(x)^\perp)$.
Claims 4 and 5 imply the following
Claim 6. For every $n\in\mathbb N$ and every $x\in E_n$ there exists a neighborhood $O_x$ of $x$ in $E_n$ such that $\ell(O_x)\subseteq \ell\big(E_{2n}\cap (x+\ell(x)^\perp)\big)$.
The set $E_{2n}\cap (x+\ell(x)^\perp)$ is contained in the intersection $\partial K\cap (x+\ell(x)^\perp)$ which is a topological circle of Hausdorff dimension 1. Since the map $\ell{\restriction}_{E_{2n}}$ is Lipschitz, the image $\ell(O_x)\subseteq \ell(E_{2n}\cap(x+\ell(x)^\perp))\subseteq \ell(\partial K\cap(x+\ell(x)^\perp))$ has Hausdorff dimension $\le 1$.
Then the set $\ell(E)$ has Hausdorff dimension $\le 1$ being the union of countably many sets of Hausdorff dimension $\le 1$.
Consequently, the union $\bigcup_{x\in E}\ell(E)$ has Hausdorff dimension $\le 2$ and hence is Lebesgue null in $\mathbb R^3$.
Since the set $p(F)$ is countable, the union $\bigcup_{x\in F}p(x)$ of countably many planes has Hausdorff dimension $2$ and hence is Lebesgue null in $\mathbb R^3$.
Observing that the set $B$ of $K$-boundary vectors is a subset of $\bigcup_{x\in F} p(x)\cup \bigcup_{x\in E}\ell(x)$, we see that $B$ is Lebesgue null and hence has empty interior in $\mathbb R^3$.