DB Multiverse

Gohan refers to Vegeta, because in the "Future/Mirai universe", in our story, Vegeta trained him after the first attack of the cyborgs. Mirai Gohan was hardened a lot by the death of his father followed by the terrible attacks of the cyborgs and the brutal training of Vegeta.
Therefore, "DBM Mirai Gohan" got two masters, whether you like it or not: Piccolo and Vegeta.