While there generally exist on differentiable manifolds $ M $ and for a choice of a torsion-free connection $ \nabla $ locally geodesic vector fields $ V \in \mathfrak{X}(M) $ extending a given (non zero) vector $ v \in TM $ in the sense that $ \nabla_V V = 0 $ on some neighbourhood of $ \pi(v) $ where $ \pi : TM \to M $ denotes the projection onto the base point, it is not generally true that some choice of $ V $ exists verifying locally $ \nabla_W V = 0 $ for all vector fields $ W \in \mathfrak{X}(M) $.
There may, however, exist an extension of $ v $ verifying $ \nabla_w V = 0 $ for all directions $ w \in T_{\pi(v)} M $ at that point. Trivial as it may be, I struggle to find sources commenting this question specifically. The case of concircular vector fields similarly deals with extensions verifying $ \nabla_W V = f W $ for some scalar field $ f \in C^\infty(M) $, either locally or globally, without recalling the constraints of that same condition at a single point, which signals that the answer should be plain.
By the inverse function theorem, the exponential map taking each $ w \in T_{\pi(v)} M $ to $ \exp(w) \in M $ a unit parameter away along the geodesic through $ \pi(v) $ parametrised with velocity $ w $ defines local coordinate functions $ x^i : t \mapsto \exp(te_i) $ for any basis $ e_i $ of $ T_{\pi(v)} $, such that: $$ \nabla_{e_i} \tfrac{\partial}{\partial x^j} = \Gamma^k_{i\!j}(\pi(v)) e_k = 0 $$ implicitly summing over $ k $. For $ v = e_i $ one of the basis vectors, this process yields the extension $ V = \frac{\partial}{\partial x^i} $ verifying the desired condition by linearity of $ \nabla V : w \mapsto \nabla_w V $. Alternatively, any $ V $ verifies: $$ \nabla V = \left( \tfrac{\partial V^k}{\partial x^i} + V^j \Gamma^k_{i\!j} \right) \tfrac{\partial}{\partial x^k} \otimes \mathrm{d} x^i $$ evaluating at $ w = w^i e_i \in T_{\pi(v)} M $ in this choice of coordinates as: $$ \nabla_w V = w^i \left( \left. \tfrac{\partial V^k}{\partial x^i} \right\vert_{\pi(v)} + v^j \Gamma^k_{i\!j}(\pi(v)) \right) e_k = v^i \left. \tfrac{\partial V^k}{\partial x^i} \right\vert_{\pi(v)} e_k $$ in which each coefficient function $ V^i $ can be set by its existence theorem to satisfy the homogeneous differential equation $ v^j \frac{\partial V^i}{\partial x^j} \vert_{\pi(v)} = d V^i \!\cdot\! v = 0 $. As far as I understand, resorting to the diffeomorphism of $ \exp $ is indispensable, and may at best manifest as the assumption of existence of normal coordinates. I have a feeling that any reference to choices of coordinates is beside the point, and only complicates the mental picture as hinted at by the completing of $ v $ into a basis of $ T_{\pi(v)} M $.
Is there some straighter path taking elementary considerations surrounding the exponential map to clear implications for extending $ v $ such that $ \nabla V = 0 $ at $ \pi(v) $? In particular, if we restrict the choice of $ V $ to a subset of $ \mathfrak{X}(M) $, such as the $ g $-horizontal fields of Riemannian submersions $ \sigma : (M,g) \to (N,h) $ where $ \nabla $ is the Levi-Civita connection associated to $ g $, how to get a feel for how that restriction transfers to $ \nabla V $? Can the $ g $-horizontal lift of an element of $ \mathfrak{X}(N) $ verify the condition for $ g $-horizontal vectors at one point? These questions should be as obvious to answer as the main existence of $ V $ verifying $ \nabla V = 0 $ at one point, nevertheless I struggle with them for the lack of a clear understanding.