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By characters, I mean people (kings, queens and sages) like Kṛṣṇa, Yudhiṣṭhira, Arjuna, Dhṛtarāṣṭra, Duryodhana, Draupadī, Vyāsa, etc. and not gods/mythological beings like Indra, Agni, Śiva and Viṣṇu.
And by Vedas, I mean all four portions i.e., saṃhitas, āraṇyakas, brāhmaṇas, and upaniṣads but the earliest reference the better.
Some scholars think Lord Krishna is mentioned in the Vedas..
Ghora Angirasa expounded this well known doctrine to Devaki's son Krishna and said , 'Such a knower should at the time of death repeat this triad - "Thou art the imperishable, Thou art the unchangeable, Thou art the subtle essence of Prana." (on hearing the above) he [Krishna] became thirstless. There are two Rk stanzas in regard to this.
Chandogya Upanishad mantra 3.17.6
Ancient Acharyas did not identify the Krishna mentioned in Chandogya Upanishad with Lord Krishna of Mahabharata. The issue is discussed here: Is Krishna mentioned in the Chandogya Upanishad?
Vedas do mention Mahabharata character as according to tradition in previous Yuga only 3 Vedas were present and that too only samhitas.
Atharva veda was compiled after Mahabharata that's why in oldest part of Mahabharata (Sanjaya conversation including bhagvad geeta) you'll only find mention of 3 Vedas and in ramayana too only 3 Vedas, the four priest yajna(acc 4 vedas) for once was started by janamejaya the son of parikshita. This is why the oldest part of Mahabharata and ramayana only mention 3 preist yajna(acc 3 vedas)-
Listen to the good praise of the King belonging to all people, who, (like) a god, is above men, (listen to the praise) of Parikṣit! - ‘Parikṣit has just now made us peaceful dwelling; darkness has just now run to its dwelling.’ The Kuru householder, preparing (grains) for milling, speaks (thus) with his wife. — ‘What shall I bring you, sour milk, the mantha [a barley/milk drink?' the wife keeps asking in the Realm of King Pariksit. — By itself, the ripe barley bends heavily (iva) over the deep track of the path. The dynasty thrives auspiciously in the Realm of King Parikṣit.”[7][8]
Parikshit is eulogised in a hymn of the Atharvaveda (XX.127.7-10) as a great Kuru king (Kauravya), whose realm flowed with milk and honey and people lived happily in his kingdom. He is mentioned as the raja vishvajanina (universal king).[9]
You can read more here jaimini student of bhagvan ved vyasa has a shakha of sama Veda and brahmanam named after him
When Rishi Veda Vyasa divided ancient Vedic hymns into four parts based on their use in the sacrificial rites, and taught them to his four chief disciples – Paila, Vaisampayana, Jaimini and Sumantu, Samaveda was transmitted to rishi Jaimini. "He divided the Veda into four, namely Rig, Yajur, Sama and Atharva. The histories and the Puranas are said to be the fifth Veda." - Brahmanda Purana 1.4.21
You can read more here
Out of 1000 Shakhas of Samaveda only three Shakhas are surviving. Kauthuma Shakha, Jaiminiya Shakha and Rananiya Shakha
Anyway if I keep writing the name of all rishis who were student of bhagvan vedd vyasa and are named in Vedas a very long list will be There, so instead You should read the list of names of different shakhas of Vedas you'll be surprised too find mentions of all relatives and students of ved vyasa-
Here read the blog here: https://googleweblight.com/i?u=https://animeshnagarblog.wordpress.com/2015/06/23/a-list-of-hundred-and-one-yajurveda-shakhas/&hl=en-IN
You'll find names of shuka, apasthamba, bodhyana, parashar etc.
Whole family tree of parikshita is mentioned in brahmanas of vedas- including his son and grandson- janamejaya 1 and janamejaya 2
Then rishis like shaunaka, ashvalyana, the other students of ved vyasa are also mentioned they were present during Mahabharata and they wrote the shrauta sutras of Vedas as well as vedangas
Krishna is mentioned in chadogya upanishad.
Janaka king of mithila is mentioned in multiple upanishads
It's not possible for Veda-s to mention any Mahabharata events or characters unless later interpolated.
Veda-s already existed even before Mahabharata war begun. Here is what Lord Krishna stated:
BG 9.17 - Of this world I am the father, mother, ordainer, grand-father; I am the knowable, the sancitifier, the syllable Om as also Rig, Sama and Yajur [Veda-s]
Hypothetically if Veda has references of any event or character of Mahabharata then it will result in infinte circular reference to each other. This is not possible for a genuine reference.
Other possibility is "guessing game" viz. prophecy, which is not likely.
