I got attacked by vampires just outside of the pass leading to the Fort Dawnguard area. After the first one died, he was raised as a zombie, the other one died and the zombie turned into an ash pile.

Well I came back a couple days later and the ash pile is still there (along with two floating longswords) and the other corpse is gone.

I have the same problem. Dawnguard attacked me outside castle volkihar, one of them turned into an ash pile and is still there. I even left the area waited 30 days came back and it's still there.