he did definatly say that the castles are 'off the coast' which surely suggests a landmass due to the different areas on the trailer, the frozen ice lake ect..
The vampire castle is an island off the coast, while the Dawnguard castle in in the autumn forests. In other words, rather than taking place in a separate world space, it's being overlaid on top of the existing game world.
Which I like. The DLCs for New Vegas really annoyed me because they felt like separate side games, rather than a part of the main game.