Check out these two videos (credits to the respective owners).
You can see that the LHB SLR and the Deen Dayalu LHB GS in the 1st video have vestibules and are connected to the rest of the train.
In...
more... the 2nd video too the SLR and the GS coach have vestibules and are connected and while it isn't clearly visible, the GS coach is probably connected to the coaches behind it as well.
I believe the LHB GS and SLR/EOG coaches manufactured in recent years have vestibules.