In general, as the option moves towards expiry, its vega is decreasing. Are there circumstances where the veta, i.e. the sensitivity of vega with respect to time, is positive, that is when vega is higher closer to maturity?
This question is somewhat vague - for example, vega could increase despite decay because the strike is closer to underlying (spot or forward) now. On top of that, if you look at a binary option, you do have cases where underlying hugs the strike, then you have some pretty funny vega profile. For the same strike and same underlying price, because the total variance to maturity decreases with time, vega at that point actually increases pretty close to expiry.