Getting back to the question: for vampires, it will depend on how they got it. If they traded their allegiance for the extended life, they get what they bargained for. If they were infected, no change - Nords to Sovngarde, if still worthy after being a vampire, of course.
A lich, and they're still around in Skyrim as the dragon priests, doesn't happen accidentally, so they've made their choice (whatever that was).
And you need to throw in a bit of Daedric mischief into the formula. All of them will steal from the others when they get the chance, so a vampire is not necessarily tied to Molag Bal, if another Daedric Prince sees an opportunity. I could imagine a vampire becoming a Nightingale, and being Nocturnal's after death.
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Mods for The Elder Scrolls single-player games, and I play ESO.
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