Hiya, I know this is probably a little too late but I hope someone finds this helpful!
I had a Vac Scheme with Covington in 2019 and the interview was pretty hard ngl. Two partners interviewed me, and I think they really want to get to know you as an individual and being positive and outgoing is probably the main thing. However, they would throw curveball questions out of nowhere at me. For example (as I'm half Japanese and want to work with Japanese clients), one of the questions was 'how will Brexit affect the UK's relationship with Japan'. Obviously, I had not prepared for a question like this but thinking quickly on your feet and just walking through your thought process is really important as there's no 'right answer'! As for the group exercise, I think having done a law degree was definitely an advantage as it was a legal exercise, but even if you're non-law, as long as you're proactive in suggesting things you'll definitely be fine!
Hope this helps!