How do you set incoming call vibration to continuous?

No

How do we file a bug request to get this fixed?

Garmin, please do it. I know many people who don't want to buy any Garmin watch because of vibration issue. Just make new firmware

Is there any official reply on this? A much needed feature 

No

But you can make a suggestion. Google ‘Garmin Ideas and suggestions’

I will thanks for that @phlipshambrook, but I think if they have not fixed this by now then I doubt they are interested.

In the meantime, I have come up with a workaround using the Android App 'Tasker'
I have set up a rule that will trigger a series of repeated notifications that will vibrate the watch in the event of an incoming call.

Here are the settings for a workaround for anyone interested, I've tried to make this as user friendly as possible so reach out if you need help:

1. Download and install tasker from the Google Play store

2. In the Profiles tab, add a new profile called 'Incoming Call' using: Event > Phone > Phone Ringing. Here you have the option of specifying a caller/contact that you would like this to run for when they call. I left it blank because I need all calls notified. Then press the back arrow.

3. When Prompted for a New Task, add: 'Task' > 'Wait'. Set for 2 seconds and hit the back arrow

4. Add another task (the big + button bottom right), 'Variables' > 'Variable Set'. Under 'Name', in capitals write NOTIFYAMOUNT. under 'To' write       11 (this is how many times the watch will vibrate after the initial Incoming Call double vibrate so choose a desired number)  (then tap back       arrow)

5. Add another task 'Alert' > 'Notify'. Under 'Title' and 'Text' write Incoming Call (or whatever you want the watch to read when a call is coming in)     Under  'Category', tap the '=>' icon (next to search) scroll down and select 'Caller Name (In)' (then hit back arrow)

6.Add a task 'Variables' > 'Variable Subtract'. Under name, tap the => icon and select your %NOTIFYAMOUNT variable you have defined in step     4. Make the value 1 (then tap back arrow)

7. Add a task 'Task' > 'Wait'. Make this 3 seconds. (tap back arrow)

8. Add a task 'Alert' > 'Notify Cancel' (tap back arrow)

9. Add a task 'Task' > 'Goto'. Configure as follows:

    Type = Action Number
    Number = 3
    For 'If', tap the => button and select your %NOTIFYAMOUNT variable. you will see an icon with a '~' (tilde) symbol. Tap this and select                  'Maths   >  Greater Than'. For the number, make this '0' so it should look like: %NOTIFYAMOUNT > 0

Keep hitting back out of the app, and test.

This is great because now when I am on call the watch will vibrate more than twice, hopefully waking only me and not my family when my phone rings.

Thanks for the tasker tip!  (I'm not sure why I never thought of using Tasker as a way to fix this bug in the Garmin software.)

I tested you solution and It worked for me.

The one additional step I needed to add was to make sure to enable notifications from Tasker.

is it possible that there was a change in how Garmin phone call notifications are handled on the watch?

i tried the above on Vivoactive 4s, but it looks like that as long the phone call information is displayed (with a selection of options to answer, decline or text a short reply) the notifications are not appearing and therefore no additional vibration. At the same time I can see the procedure is running on the phone.

when I do a test in tasker - without the actual phone call as trigger, the notifications are feeding into the watch correctly (all 11).

This needs to be addressed guys.

Great idea 2545223! Worked for me as well but I did a small improvement because this way it continues to create notifications even after the call is declinded or answered. 

1. Create profile -> Event -> Phone Offhook -> Back - > New Task -> + sign -> Variables -> Variable Set. Name: %ACTIVERING; To: 0

2. Create profile -> Event -> Phone Idle -> Back - > New Task -> + sign -> Variables -> Variable Set. Name: %ACTIVERING; To: 0

3. In the task from the steps from 2545223:

 3.1 + sign -> Variables -> Variable Set. Name: %ACTIVERING; To: 1 

 3.2 Move the above new step to step 2

 3.3 Edit in the last step "Number" value from 3 to 4. In the If condition -> + sign -> in the first filed of the new line on the left add %ACTIVERING -> click on ~ -> Select "Equals" -> Add "1" in the right