Let $\mathcal{V}^c(\mathfrak{gl}_N)$ be Etingof-Kazhdan's quantum affine vertex algebra associated with the trigonometric $R$-matrix. We establish a connection between suitably generalized deformed $ϕ$-coordinated $\mathcal{V}^c(\mathfrak{gl}_N)$-modules and the representations of quantized enveloping algebra $U_h(\mathfrak{gl}_N)$ and reflection equation algebra $\mathcal{O}_h(Mat_N)$. As an application, we demonstrate how the elements of the center of $\mathcal{V}^c(\mathfrak{gl}_N)$ at the critical level $c=-N$ give rise to the $q$-analogues of quantum immanants for $U_h(\mathfrak{gl}_N)$, which were recently found by Jing, Liu and Molev. Finally, we derive the analogues of these results for the quantum affine vertex algebra associated with the normalized Yang $R$-matrix. 23 pages, minor changes and corrections
