Does the signatures generated by a revoked member before revocation remains valid in VLR group signatures
I think it depends on the implementation of the scheme. A naive implementation might do what you've described and invalidate every previous signature of the revoked member. 

However, the scheme proposed here: http://www.scitepress.org/Papers/2012/40175/40175.pdf takes a respective time $period$ into account.

Here the verification algorithm is defined as:

$Verify(gpk, j, RL_{j}, m , \sigma)$: 


  This  algorithm,  run  by  a verifier takes as input a message $m$,  its signature $\sigma$, a  period $j$,  the  corresponding  Revocation  List $RL_{j}$ and the public parameters $gpk$.  It checks if the message has been signed by an unrevoked group member, without revealing the signer’s identity.  The possible outputs are valid and invalid.


As you can see, the verification check depends on a certain time period here. In this case, all signatures in previous periods would remain valid. This is especially useful because it enables to unrevoke members in a later period without having to generate a new key for that user.

So to answer your question: I think it depends on the implementation.