I went to North Shriekwind Bastion to become a Vampire.. when I became one, he just disappeared. ._.

Have you fast traveled anywhere? He usually shows up if you do that.

Either dead or will appear randomly when you fast travel to a town

It probably means ( from a dragon most likely) that its dead.check the area in 15 days when it should respawn, use a detect life spell or aura whisper.

I don't see his body anywhere and he didn't appear when I fast traveled.

That's what you get horse violator.