Adding another "me too" or what have you to the "vampires/nicknames are weird" thing. I have two dwarves that.. I can give them nicknames in the status screen, but the nicknames don't show up in the (u) dwarves list. they just show up as their real name there. Which is noticeable, since I don't use dwarf therapist, and instead give each dwarf a nickname to keep track of what he does. And I'm 99.9% sure at least one of those is a vampire. (EDIT: going by the method I edited in below, it looks like BOTH are indeed vampires.)
So in a way they can be given nicknames - if you go into the nicknames-giving screen you can give them the name and save it... but it doesn't show up in the list.
Also yeah, I have to wonder if they'll maybe drink from a barrel of blood if you have one available. Hrmmmm.... I wouldn't mind having the vampires around so much, if that were the case. But I've already lost two working dwarves and a dwarven child to this plague so far...
EDIT: I also JUST found another way to find a vampire, although it's a bit hit-and-miss or at least fairly intensive... you'd probably need to have an idea of who a vampire is to start with unless you want to do a lot of screen-crawling...
But anyhow, if a dwarf has a deity, you can check the deity on its relationship screen, then (v)iew it. This lists the various curses it has given out, and if the deity has cursed the dwarf to be a vampire, you'll find it listed there.
As a note (don't know if it's coincidence, or yet another pointer...), both of my vampires worship Zukthist, who cursed them. Zukthist is the deity of lies. (I realize deity names are random, but it's possible that certain "spheres" might end up associated with vampirism and such?)