Are you handbrushing or airbrushing? I don't thin my paints when handbrushing but do for airbrushing.
The only exception I thin paint for handbrushing IF the paint is thick.
I use Walmart lacquer thinner. A quart of this goes a long way than your Vallejo brush cleaner.
https://www.walmart.com/ip/Klean-Strip-Lacquer-Thinner-1-Quart/28659930