If you get an attack in Windhelm, the master vampire and his minions will appear near the main gate, to the left of Candlehearth Hall, and the traveller will appear further in at the back of Candlehearth Hall travelling towards the palace. Aussie usually got them as she was coming out of Hjerim, so sprinted around the corner and came out near the palace in order to get the traveller first. My NPC's were all well armed, so usually the thralls were done for before Aussie could get to them, she only had to dispose of the master vampire. It seems the vampires might be tailored to the player, yours is a mage so gets vampires with stronger spells. In Dawnstar if you got a good variety of vampires they came in two groups in different locations as well.
I have not had any attacks in Windhelm yet but in Whiterun the vampire and two thralls seems to attack by the main gate and the traveler if there is one always seems located around the front door of breezehome. I have dispatched of these vampires with relative ease the traveler requires some more work if he is there more so if he summons a gargoyle but it seems I have the most problems in Markarth with two high level vamps appearing one by the main gate the other usually spawns by the mine or by the blacksmiths but I do live in Markarth an travel there a lot.
I wonder if the vampires are tailored to your your current builod, I would not know I have only one Dawnguard save currently and I have yet to see another play through with a different character. You have never had a vampire in a vampire attack on a city use spells against you?