Merci pour votre question ! There is indeed a subtle pronunciation difference between il vend and ils vont.
With il vend, the sound is flatter, reflecting the e; with ils vont, the sound is rounder, reflecting the o - in fact, as you finishing saying ils vont, your lips will be rounded, while with il vend, they won't.
Here are a couple of audio recordings so that you can listen to them one after another. There are two different speakers, so that may help:
The difference in the e and o vowel sounds may also be easier to hear if you compare the vowel sound in ils vont with the vowel sound in another form of the verb vendre: il vendait.
I hope that this was helpful! If you are still hearing the same sound with vend and vont, this may simply be a case of an interesting phenomenon that can happen when you're learning a new language: if the sounds don't exist in your native tongue, you just can't hear the difference between them! With more and more exposure to the new language, though, your ears will learn to adjust, and you will be able to tell the difference - as with so many aspects of language-learning, it just takes time and practice!
Bon courage !