Explanation
"no exec" will disable access to a line. It is used if we want to allow only outgoing session (and disable incoming session) so this command will block all console port access.
There is no "exec 0 0" command. We can only find the "exec prompt" command in IOS Version
15.4(2)T4.

The most similar command is "exec-timeout 0 0" command, which is used to prevent Telnet/SSH sessions from timing out.

Solution:
Use cu-red under interfaces facing SW1 & SW3:
On R1:
interface Ethernet0/0
ip vrf forwarding cu-red
ip address 192.168.1.254 255.255.255.0
Check reachability to SW1:
R1#ping vrf cu-red 192.168.1.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.2.1, timeout is 2 seconds:
!!!!!
Success rate is 100 percent (5/5), round-trip min/avg/max = 1/1/1 ms
On R2:
interface Ethernet0/0
ip vrf forwarding cu-red
ip address 192.168.2.254 255.255.255.0
Check reachability to SW3:
R2#ping vrf cu-red 192.168.2.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.1.1, timeout is 2 seconds:
!!!!!
Use vrf cu-green for SW2 & SW4:
On R1:
interface Ethernet0/1
ip vrf forwarding cu-green
ip address 192.168.20.254 255.255.255.0
Test reachability to SW2:
R1#ping vrf cu-green 192.168.20.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.22.1, timeout is 2 seconds:
!!!!!
Success rate is 100 percent (5/5), round-trip min/avg/max = 1/1/1 ms
On R2:
interface Ethernet0/1
ip vrf forwarding cu-green
ip address 192.168.22.254 255.255.255.0
Test reachability to SW4:
R2#ping vrf cu-green 192.168.22.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.20.1, timeout is 2 seconds:
!!!!!
Success rate is 100 percent (5/5), round-trip min/avg/max = 1/1/1 ms
On R1:
interface Ethernet0/2.100
mpls ip
!
interface Ethernet0/2.200
mpls ip
!
Configure BGP:
router bgp 65000
neighbor 10.10.10.2 remote-as 65000
neighbor 10.10.20.2 remote-as 65000
!
address-family vpnv4
neighbor 10.10.10.2 activate
neighbor 10.10.20.2 activate
exit-address-family
!
address-family ipv4 vrf cu-green
redistribute connected
exit-address-family
!
address-family ipv4 vrf cu-red
redistribute connected
exit-address-family
!
R1(config)#ip vrf cu-red
R1(config-vrf)#route-target both 65000:100
!
R1(config)#ip vrf cu-green
R1(config-vrf)#route-target both 65000:200
On R2:
interface Ethernet0/2.100
mpls ip
!
interface Ethernet0/2.200
mpls ip
!
router bgp 65000
neighbor 10.10.10.1 remote-as 65000
neighbor 10.10.20.1 remote-as 65000
!
address-family vpnv4
neighbor 10.10.10.1 activate
neighbor 10.10.20.1 activate
exit-address-family
!
address-family ipv4 vrf cu-green
redistribute connected
exit-address-family
!
address-family ipv4 vrf cu-red
redistribute connected
exit-address-family
R2(config)#ip vrf cu-red
R2(config-vrf)#route-target both 65000:100
!
R2(config)#ip vrf cu-green
R2(config-vrf)#route-target both 65000:200
Verification:
From SW1 to SW3:
SW1#ping 192.168.1.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.1.1, timeout is 2 seconds:
!!!!!
Success rate is 100 percent (5/5), round-trip min/avg/max = 1/1/1 ms
But can't Reach SW2 or SW4 in VRF cu-green:
SW1#ping 192.168.22.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.22.1, timeout is 2 seconds:
U. U.U
Success rate is 0 percent (0/5)
SW1#ping 192.168.20.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.20.1, timeout is 2 seconds:
U. U.U
Success rate is 0 percent (0/5)
Same Test for SW2:
From SW2 to SW4:
SW2#ping 192.168.20.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.20.1, timeout is 2 seconds:
!!!!!
Success rate is 100 percent (5/5), round-trip min/avg/max = 1/1/1 ms
But can't Reach SW3 or SW1 in VRF cu-red:
SW2#ping 192.168.1.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.1.1, timeout is 2 seconds:
U. U.U
Success rate is 0 percent (0/5)
SW2#ping 192.168.2.1
Type escape sequence to abort.
Sending 5, 100-byte ICMP Echos to 192.168.2.1, timeout is 2 seconds:
U. U.U
Success rate is 0 percent (0/5)
Both R1 & R2 has separate tables for VRFs cu-red and cu-green.

Explanation:
Down
This is the first OSPF neighbor state. It means that no information (hellos) has been received from this neighbor, but hello packets can still be sent to the neighbor in this state.
During the fully adjacent neighbor state, if a router doesn't receive hello packet from a neighbor within the Router Dead Interval time (RouterDeadInterval = 4*HelloInterval by default) or if the manually configured neighbor is being removed from the configuration, then the neighbor state changes from Full to Down.
Attempt
This state is only valid for manually configured neighbors in an NBMA environment. In Attempt state, the router sends unicast hello packets every poll interval to the neighbor, from which hellos have not been received within the dead interval.
Init
This state specifies that the router has received a hello packet from its neighbor, but the receiving router's ID was not included in the hello packet. When a router receives a hello packet from a neighbor, it should list the sender's router ID in its hello packet as an acknowledgment that it received a valid hello packet.
2-Way
This state designates that bi-directional communication has been established between two routers. Bi-directional means that each router has seen the other's hello packet. This state is attained when the router receiving the hello packet sees its own Router ID within the received hello packet's neighbor field. At this state, a router decides whether to become adjacent with this neighbor. On broadcast media and non-broadcast multiaccess networks, a router becomes full only with the designated router (DR) and the backup designated router (BDR); it stays in the 2-way state with all other neighbors. On Point-to-point and Point-to-multipoint networks, a router becomes full with all connected routers.
At the end of this stage, the DR and BDR for broadcast and non-broadcast multiacess networks are elected. For more information on the DR election process, refer to DR Election.
Note: Receiving a Database Descriptor (DBD) packet from a neighbor in the init state will also a cause a transition to 2-way state.
Exstart
Once the DR and BDR are elected, the actual process of exchanging link state information can start between the routers and their DR and BDR. (ie. Shared or NBMA networks).
In this state, the routers and their DR and BDR establish a master-slave relationship and choose the initial sequence number for adjacency formation. The router with the higher router ID becomes the master and starts the exchange, and as such, is the only router that can increment the sequence number. Note that one would logically conclude that the DR/BDR with the highest router ID will become the master during this process of master-slave relation. Remember that the DR/BDR election might be purely by virtue of a higher priority configured on the router instead of highest router ID. Thus, it is possible that a DR plays the role of slave. And also note that master/slave election is on a per-neighbor basis.
Exchange
In the exchange state, OSPF routers exchange database descriptor (DBD) packets. Database descriptors contain link-state advertisement (LSA) headers only and describe the contents of the entire link-state database. Each DBD packet has a sequence number which can be incremented only by master which is explicitly acknowledged by slave. Routers also send link-state request packets and link-state update packets (which contain the entire LSA) in this state. The contents of the DBD received are compared to the information contained in the routers link-state database to check if new or more current link-state information is available with the neighbor.
Loading
In this state, the actual exchange of link state information occurs. Based on the information provided by the DBDs, routers send link-state request packets. The neighbor then provides the requested link-state information in link-state update packets. During the adjacency, if a router receives an outdated or missing LSA, it requests that LSA by sending a link-state request packet. All link-state update packets are acknowledged.
Full
In this state, routers are fully adjacent with each other. All the router and network LSAs are exchanged and the routers' databases are fully synchronized.
Full is the normal state for an OSPF router. If a router is stuck in another state, it is an indication that there are problems in forming adjacencies. The only exception to this is the 2-way state, which is normal in a broadcast network. Routers achieve the FULL state with their DR and BDR in NBMA/broadcast media and FULL state with every neighbor in the remaining media such as point-to-point and point-to-multipoint.
Note: The DR and BDR that achieve FULL state with every router on the segment will display FULL/DROTHER when you enter the show ip ospf neighbor command on either a DR or BDR. This simply means that the neighbor is not a DR or BDR, but since the router on which the command was entered is either a DR or BDR, this shows the neighbor as FULL/DROTHER.
Reference:
https://www.cisco.com/c/en/us/support/docs/ip/open-shortest-path-first-ospf/13685-13.html When OSPF adjacency is formed, a router goes through several state changes before it becomes fully adjacent with its neighbor. The states are Down -> Attempt (optional) -> Init -> 2-Way -> Exstart -> Exchange -> Loading -> Full. Short descriptions about these states are listed below:
Down: no information (hellos) has been received from this neighbor.
Attempt: only valid for manually configured neighbors in an NBMA environment. In Attempt state, the router sends unicast hello packets every poll interval to the neighbor, from which hellos have not been received within the dead interval.
Init: specifies that the router has received a hello packet from its neighbor, but the receiving router's ID was not included in the hello packet
2-Way: indicates bi-directional communication has been established between two routers.
Exstart: Once the DR and BDR are elected, the actual process of exchanging link state information can start between the routers and their DR and BDR.
Exchange: OSPF routers exchange and compare database descriptor (DBD) packets Loading: In this state, the actual exchange of link state information occurs. Outdated or missing entries are also requested to be resent.
Full: routers are fully adjacent with each other
(Reference:
http://www.cisco.com/en/US/tech/tk365/technologies_tech_note09186a0080093f0e.shtml)
https://www.cisco.com/c/en/us/support/docs/ip/open-shortest-path-first-ospf/13685-13.html

Explanation
In the debug output, we see that the Authorization (not Authentication) failed so we need to correct the authorization. In order to enable authorization, we must use the global command
"aaa authorization console" first.