You don't set the VLAN to 4095. That's an indicator to ESX that the VMs will be doing tagging.
If the switch port connected to the vmnic is not tagging frames, the VLAN must be zero -- if you set a number, the vswitch will be looking for that dot1q tag, which won't be there.
For "trunk" switchports, the native vlan maps to vlan 0 on ESX no matter what VLAN it is on the switch; to the vswitch, zero means not tagged. The tagged vlans then map to the network with the same vlan on the vswitch.
In both pictures, vSwitch0 networks are set to zero. There could be any VLAN on the switch side, but vmware doesn't know about it, and doesn't need to. The first vSwitch1 has a single (kernel) network for iSCSI, and it's in VLAN 4000; there may be (and are) more vlans on the link, but vmware doesn't need to know about them. And vSwitch2 is set to "all" so VMs can put whatever they need on the link -- hence the name "Replay Network"