So I get this quest from the Dawnguard to find and kill a Master Vampire. I am told he is hiding out in Broken Oar Grotto.

Well I go there and it's a big place. I'm sneaking and sniping my way to the back and all the sudden I get this message that the Master Vampire is slain and to report back. What? So I decide to go on forward and check it out. I get to the end and one guy is there that I snipe (improved dwarven crossbow). I go on in and I find the Master Vampire lying there dead, along with the Blackblood Marauder chief and four other guys. Apparently the vampire and marauders are not compatible and killed each other. All I had to do was loot everything.

Easiest quest I had in a while.

Anyone else have something like this happen?

Yep. I got sent to kill a Master Vampire hiding at Gallows Rock. I enter and about 5 seconds later the objective is completed. I clear the place out anyway and find that The Silver Hand had immediately killed the Master Vampire.

Must have been an oversight on Bethesda's part in assigning faction alliances. Bandits and Vampires get put in the same faction so they don't kill each other, but they forgot about changing the Blackblood Marauders as well.

I think there is a similar problem with Cragwallow Slope. Whenever I get a rescue mission there it fails because the captive ends up dead when I first enter the cave. Something about that cave is different than other caves such that the enemies instantly turn hostile to the captive.

Before you join the Companions the inhabitants are Bandits. They obviously change to Silver Hand once you get that quest. Do you know if the go back to being Bandits after finishing the Companions quest line?

I ended up with a problem with Uttering Hills cave when I got a quest to kill the bandit leader there, but didn't try to do it until I got the Thieves Guild reputation quest for Windhelm. At that point they changed from Bandits to Summerset Shadows (or somesuch) and now I can't complete that quest because they remain Summerset Shadows instead of reverting back to Bandits.

They remain Silver Hand for the rest of the game, same thing with the Shadows from the Thieves Guild quest and the various forts around Skyrim that turn into Imperial/Stormcloak areas.

Dang that would be a problem. I do believe they stay that way (I know the Silver Hand does). Maybe if you are on the PC you can use the console to spawn a Bandit Chief in the cave and then kill him? Certainly seem like an oversight on Bethesda's part.

A major oversight IMHO was to assign radiant quests to the same locations given by the Jarls to curry their favor. They seem to pick from a short list of "random" locations. They even had me going to kill a master vampire at the same location as to pick up a schematic in back to back quests. For the schematic, all I had to do was re trace steps through an empty cave to the chest at the end.
I think the schematics for the crossbow and bolts should have been in Dwemer ruins or maybe in Blackreach and not in bandit loot.