Two of my characters have picked up Dwemer crossbow bolts in Dwemer ruins, Raven lvl 11 mage who has already said that he is not interested in joining the DG has picked up 50 in a Dwemer ruin associated with a College quest. Dahlia has picked up 20 in a dwemer ruin associated with a DB quest, she is lvl 21 and has said yes she will join but has yet to get to Ft Dawnguard.
I know that if you are a VL you can't craft bolts or even improve them, so I figured I'll get this out, sorry if it's old news but I couldn't find it.
BTW neither is a vampire, Dahlia will be. IDK if that matters.