We have a block of addresses that has been assigned to us by Afrinic (RIR for this region)
We are announcing this IP block via an eBGP session with Vultr (making use of this service: https://www.vultr.com/features/bgp/)

Now, could we route, direct or point one of our public ip addresses to a router that is not connected to the Vultr cloud?

So Ideally, if we could advertise it like this to the world:
To reach 122.122.122.100 go via: 224.224.224.1
To reach 122.122.122.200 go via: 45.11.11.11.33
Is this possible?

See diagram for clarity:

Yes, you can route it further into your network

It all depends actually.
"this other ISP" might not be interested in playing TRANSIT for IP-space not belonging to them, OR you might have the make the correct commercial agreements and pay for this transit.
Now the IP space you received from Vultr is effectively part of their (larger) allocations with a RIR ? Or did you obtain PI (Provider Independent) space from the RIR ?
Technically there are certainly possibilities depending on the agreements you have.

If routers aren't directly connected, it won't work. They are unaware of your eBGP session, and a single /32 isn't advertised to them
To be able to use your IP address elsewhere, encapsulate this IP in GRE tunnel between vultr and your on prem CCR