Vexation, n.
Etymology: [L. vexatio: cf. F. vexation.]
1. The act of vexing, or the state of being vexed; agitation; disquiet; trouble; irritation. Passions too violent . . . afford us nothing but vexation and pain. Sir W. Temple. Those who saw him after a defeat looked in vain for any trace of vexation. Macaulay.
2. The cause of trouble or disquiet; affliction. Your children were vexation to your youth. Shak.
3. A harassing by process of law; a vexing or troubling, as by a malicious suit. Bacon.
Syn. -- Chagrin; agitation; mortification; uneasiness; trouble; grief; sorrow; distress. See Chagrin.
Shades of meaning
Fernald has no entry of its own for vexation; he lists it under anger, chagrin.
Where he writes about it:
Impatience, fretfulness, irritation, peevishness, pettishness, petulance, and vexation express the slighter forms of anger. — from anger
Irritation, petulance, and vexation are temporary and for immediate cause. — from anger