Constant Width Max Sum Product Multi-objective Shortest path problem
For K=2, PARTITION reduces to this problem, so it is NP-hard.

Take an instance of PARTITION: a list of nonnegative integers $x_1,\dots ,x_n$, and you ask if there is a subset $I\subseteq [1,n]$ such that $\sum_{i\in I} x_i=\sum_{i\notin I}x_i$.

Let $S=\sum_{i\in[1,n]} x_i$, and $y_i=\exp(-\frac{x_i}S)$ for each $i$. Note that $y_i\in (0,1)$.

You build a graph with $n+1$ nodes $p_1,\dots ,p_n,p_{n+1}$.
You have two edges from $p_i$ to $p_{i+1}$: one with weight $(\frac{y_i}2,\frac12)$ and the other with weight $(\frac 12,\frac{y_i}2)$. The division by $2$ is there to ensure the additionnal constraint that the sum of coordinates is at most $1$.

A path from $p_1$ to $p_{n+1}$ corresponds to a partition $I$: you end up with the vector $$\big(\dfrac{\exp(-\frac1S\sum_{i\in I} x_i)}{2^n}~,~ \dfrac{\exp(-\frac1S\sum_{i\notin I} x_i)}{2^n}\big).$$
Since the minimum of $e^{-x}+e^{-(1-x)}$ is reached for $x=1/2$, there exists a path of weight $\exp(-1/2)/2^{n-1}$ if and only if there was a balanced Partition of the initial integer list.