Apparently there was a vampire attack near the gate of Whiterun while I was sleeping, got a courier letter about an inheritance about Amren. It appears that him and the guard were able to kill the 2 thralls, but the vampire got away.

Anyone else lost characters they liked to vampire attacks?

Yeah, Beth really dropped the ball with this one. You would have thought they would have made shop keepers invulnerable for Dawnguard wouldn't you. I got a letter when the blacksmith woman got killed. I make a point of saving before I leave a building or enter town.

Both Amren and Belethor are dead and I did not even notice they were gone, I never saw them getting attacked, I never saw their corpses. I found out by visiting the Whiterun Hall of the Dead. There was Amren's burial urn and Belethor's coffin. I was a very low level when that happened and at the moment I'm level 72. So there's no chance for me to load a previous save.

So yeah, AFAIK there have been two casualties in Whiterun involving these annoying vampire attacks. Way to go Bethesda.

I killed Amren during the His wife sent Hired Thugs after me, so I killed her in the next

Hey maybe the vampires will kill the 2 Alkir warriors that are still standing around just inside the whiterun gate! I did that quest when i was like lvl 10 i'm 50 something now. Every time i enter whiterun i'm like "hey guys! still standing around here?"

But they are very polite!

If you kill the person putting hits on you, it stops?