The question posed asks for the National Park in which the Vatnajokull glacier is located. My initial answer was Skaftafell but I understand that a new National Park has been created recently june or July and named after the glacier.
Glanrhos,
Vatnajokull is in Skaftafell Nation Park. The Snaefellsnes Glacier is in Snaefellsjokull Nat. Park ,which is Icelands youngest Nat Park.
Hope that helps.
Chere.