At least in my attempts, the goblin capitols contained hardly any goblins, most of whom were peasants and not hostiles. One of them did not seem to have a slade spire, then another had a slade spire, but there seemed to be no entrace to it (I looked quite a bit). Another I could get inside of, but only could go up, not down. A third I could go down in, and it was filled with level upon level of completely empty prison cells. I eventually gave up on trying to go down as it seemed the most likely outcome would be that I would get lost and starve to death down there. Given that you are a vampire and don't need to eat (being
thirsty just slows you down a bit, you won't die) it should be somewhat safer to try.
Don't get me wrong. I love the idea of the new sites. The design is very reminiscent of Orthanc. Once they are filled with bloodthirsty goblins trying to murder you it will be great fun to try to invade one. But for now the lack of defenders just makes them boring.
If you want an extreme challenge for adventure mode, you should try to find a
vault. However these are hidden, and I don't think there's an easy way to find them besides looking in legends mode. Also, as the wiki article states, you are likely to be killed instantly by the guardians.