The Shapechanger ability states: "If the vampire isn't in sunlight or running water, it can use its action to polymorph into a Tiny bat or a Medium cloud of mist, or back into its true form." (Emphasis added.)
This explicit statement that the Vampire can turn back as an action while in mist form directly conflicts with the explicit statement later in the ability that "[w]hile in mist form, the vampire can't take any actions...." (Emphasis added.)
So Shapechanger is a single ability that appears to have an explicit contradiction within its text. There are a variety of possible interpretative approaches one could take to refute, avoid, and/or resolve this apparent contradiction.
Personally, I prefer the fiction-based approach to resolving apparent contradictions in RPG rules text, where I go with whatever option is more consistent with the expected fiction. In this case that's easy--letting the vampire change back is consistent with the expected fiction whereas forbidding them from doing so would not be.
Even if one wanted to stick only to the text, I would argue that, since an expansive reading of the prohibition on taking actions in mist form would prevent the explicitly permitted action of changing back, the prohibition should be read narrowly, with an implicit exception for explicitly authorized actions. Under this interpretation the contradiction is avoided, and vampires would be able to change back from mist form. This interpretation is also consistent with the general D&D rule of resolving conflicts between multiple abilities in favor of the more-specific ability, even though here there is only a single ability in question (the explicit authorization to change back as an action while in mist form is arguably more specific than a general prohibition on any taking actions).
The best alternative interpretation I can see would be to refute the existence of the contradiction by arguing that the ability to change back from mist form is merely added to the list of actions the vampire can choose from when taking an action, which in no way conflicts mechanically with a prohibition on taking actions in the first place. Under this approach vampires would indeed be stuck in mist form.