No, I didn't find them.(Yet)
This is about wether we want them to be found.
As you may or may not know vampires already appeared in several Final Fantasy games
http://finalfantasy.wikia.com/wiki/Vampire
The list doesn't even count the vampire lady and vampire girl from FFII.
More importantly the one in Final Fantasy I was actually an important boss in the story.
So there is no reason why Eorzea shouldn't have vampires. But should it have? I don't know. My most compelling aqrgument is basically: I love vampires. So I'll let you all decide.
But why did I bring this up now? Because soon we will venture into Ishgard, a land filled with noble houses led by long lived, stylish and sophisticated nobles. A perfect place for a vampire lord. Maybe even a whole house of vampires. Would they look out of place? Not at all. Especially between House Valentione and whatever house Jandelaine is a part of.
For extra fun we could have vampires join the good guys. Kinda like Vincent, only with an actual vampire. Come to think of it. Aren't we going to get guns as well?
EDIT: After getting feedback from the wonderfull people here I searched for the FFXI versions of vampires:
http://finalfantasy.wikia.com/wiki/V..._Fantasy_XI%29
Turns out Vampyr are not demons but very very very powerful and scary undead.
Their most common job? That's right, dark knight.
Oh, by the by, in Final Fantasy Tactics S, where Vampire was a class, it was exclusive to a race of draconic people. Reminds you of anything from Heavensward?
EDIT: MAJOR DEVELOPMENT!!!!!! As you all know the Gold Saucer is finally here with tons of attractions. Most importantly it brings us triple triad. Some of the cards drop from trials or dungeons. The one from Haukke Manor: Succubus. Now this would suggest that Lady Amandine is not a vampire but a Succubus. The problem is, the succubus in FFII and FFIV
http://finalfantasy.wikia.com/wiki/Vampire_Lady
http://finalfantasy.wikia.com/wiki/S...nal_Fantasy_IV)
Are very clearly vampires. Most likely we won't be sure untill we get clarification from the lore and/or translation team, but it seems we already killed our far share of vampires.
EDIT: The All Saints' Wake event in 2016 finally confirms the existence of Eorzean Vampires. Or at the very least the Eorzeans' belief in vampires. They don't seem to have any relation to succubuses or FFXI Vampyr and dress up as stereotypical movie vampires, like the one in Final Fantasy I.
EDIT: The red mage job story gave us Nightkin who suffer from a sort of blood curse because their ancestor made a pact with a demon queen, and act very much like vampires. So far so good.