Hey!
Whilst I'm not 100% sure, I would tick select the 'Yes' option. Even though you already have the right to work for the vacation scheme, you did require permission for this and will also need it for the training contract - so the most complete answer is that you do require permission for the long-term role.
If you wanted to be sure, you could email the graduate recruitment team after submitting your application and explain the context of your situation. Most firms are used to this situation, so I think communication is just the most important thing!