Something we can bring up is that the only source on the Volkihar also mention that it is only one of the tribes in the land. If we are going to take the Immortal Blood as fact, we should reflect on this as well.
Exactly. Immortal Blood specifically mentions that the Volkihar make their home in the frozen wastes (my words, not the book's) that make up the eastern area of Skyrim, most likely the Pale, Winterhold, and Eastmarch. Castle Volkihar is located west of Solitude, so it's far beyond what was outlined as Volkihar territory to begin with.
Assuming that the original Volkihar vampire was a noble of the same name who resided there, it's possible that he or she was run out of the castle and towards the east by people wanting to destroy him/her. The vampire may have fled eastward because it could travel easier in the snow than its pursuers, allowing it to escape and take refuge under the ice. Years later, the Volkihar of lore remain concentrated in this area because it is where they are at their most powerful and have the most advantage, leaving the castle abandoned for other vampires who know the legend of Volkihar, to take refuge in, knowing that superstitious Nords would avoid going to a cursed place like it.
Can't the Volkihar also transform into mist or something? That is a VL ability.
That's an ability one of the vampire strains in Valenwood have, not the Volkihar.