Here's a small problem:

When you go Vampire Lord and slaughter an entire village or so, the NPCs still talk like I did everything in human mode. All the kids say that the dragons should eat me before I can stop them, all the advlts say that they're going to slit my throat while I sleep, and all the merchants hope the wilds claim me after all that I've done. The guards act like I did nothing, other than occasionally point out that I am in the Thieves Guild and Dark Brotherhood.

Did they somehow see through my hideous appearance and find out that it was somehow that Dunmer in the Nightingale armor behind this horrendous killing spree in Whiterun and Raven Rock?

Of course, this might be intentional. But it seems like a bug to me.

I like your username

Did you happen to transform into the Lord while in front of them, then again you did mention the guards did nothing (transformation in front of witnesses adds bounty) so it would likely be a glitch I think.