Hello Lambay2000,
>> Because here they are not receiving a MBGP update the next-hop is the connected interface of another VRF. To make them reacheable what i have do????
you need to redistribute connected in address-family ipv4 vrf VRFA
router bgp xx
address-family ipv4 vrf VRFA
redistribute connected
also you need on each VRF to import the route-target used for export in the other VRF
ip vrf VRFA
rd 100:101
route-target import 100:200
route-target import 100:100
route-target export 100:100
ip vrf VRFB
rd 100:102
route-target import 100:200
route-target import 100:100
route-target export 100:200
Hope to help
Giuseppe