An ordinary vampire could not perform an ice shout without proper training from the Greybeards, like any person. And I get the feeling they'd be reluctant to that wish.
The 'skeleton dogs' of Shivering Isles were mended into being through the supposed fifth school of magic, flesh. I suspect by Relmyna Verenim's experiments.
As well, a flaming skeleton horse running through Skyrim would be one of the most obnoxious and noticeable features of the landscape, if I may say so myself.
If villagers don't come out of their houses and start chasing you with pitchforks, torches, as well as their hounds, I'd say it's Bethesda betraying their own lore.
Also: Shadowmere should not be mentioned in response to this. The horse's only oddity is it's eyes, but that could easily be explained away in an hostile encounter.
Taking an undead horse in tow is like summoning a bonewalker in a Morrowind funeral procession. People should resent you or otherwise not open their shops to you.
1- and you are so willing to take a vampires word on something? Also I thought the book was written by the hunter who we see in skyrim as a vampire.
2- what your forgetting is that they can be older than the grey breads. As can be seen by the amount of voice users in the dragur, it was common knowledge before windcallers reforms of its use. It would only require one of the voice users to have become a vampire for the volkin to gain such knowledge.
3- and a horse could not be created in the same manner. It could very well be possible that such necromatic practices passed out of the shivering isles since free access was allowed. Also villagers don't seem to like the undead bandit following me but don't do anything about it. Necromancy is not illegal just shuned by the general public. They don't like it but they don't care enough to effect anything.