The phrase "am vexed" denotes a feeling of being annoyed, frustrated, or agitated. Some synonyms that can be used in place of "am vexed" include "am irritated," "am exasperated," "am bothered," "am upset," "am provoked," and "am angered." These words convey a similar sentiment of being disturbed or displeased. Other synonyms could include "am irked," "am miffed," "am peeved," "am irate," and "am nettled." The choice of synonym depends on context and the degree of emotion being conveyed. Regardless, they all communicate a sense of discomfort and unhappiness.