Normally I just fast travel in and out of Fort Dawnguard. But for this last quest it turned out Dayspring Canyon was my closest known location to the quest objective so I ended up walking out. What I found was very interesting. On the road back to Skyrim I found two "Vampire Scouts" waylaying to road. Never seen them before now. Guess they were spying on the fort. Good thing I came along.
I decided to check to see if more vampires were spying on us. Sure enough, there were two more scouts out by the waterfalls trying to be all sneaky like. Fail.