Obviously, Shin's players just aren't really used to high-level play yet, and either didn't survive to that level through play, or just had it really easy up to that point. Past 5th-level or so they should be expecting invisible or incorporeal attacks of some kind to come at some point, and it can easily happen at a lower level than that.
The party sorcerer is wise to use See Invisibility on watch, but at upper levels (which they must be, if they're expected to have any chance of avoiding a TPK against a high-level enemy with the added power of a vampire), they would've been wiser to use Mordenkainen's (Mage's, in the SRD) Faithful Hound. Still, See Invisibility is a decent enough safeguard, though it would be best if the party had 2 people on watch at any given time, and not standing/sitting right next to each other (so if one gets attacked, the other will have a chance to raise the alarm).
And shame on them if they aren't using Rope Trick or Mordenkainen's (Mage's in the SRD) Magnificent Mansion. Though I could understand if the whole dungeon prevents all extradimensional stuff, not just planar travel/teleportation (somehow...).
However, if the whole place prevents planar travel, how can the vampire go Ethereal? The Ethereal Plane shouldn't be accessable, unless it's an exception to the rule for the place's magical wards.
High-level parties who don't camp in extradimensional spaces ought to be experienced enough to expect extraplanar, incorporeal, or invisible attacks at any time. If they haven't been attacked by shadows, phase spiders, ethereal marauders, wraiths, phantom fungi, invisible stalkers, or spellcasting enemies using scry-buff-greater invisibility-teleport before that point, then they're just coddled, and need to be reminded not to underestimate the sneakiness of D&D monsters, casters, and rogues.
Edit: My edit got lost because of stupid VBulletin, but..... What I was adding was basically that if you want to avoid a TPK, just make the vampire ninja attack on the sorcerer's watch, to reward that good behavior by the sorcerer and give the party a chance. Nothing says you have to roll randomly to determine when enemies attack, especially when they're not random encounters.
I was also going to say that teleportation etc. is just instant travel through the Astral Plane, so unless the area's wards only block Astral access, then Ethereal access should also be unavailable and the vampire shouldn't be able to enter the Material Plane at all within that area while Ethereal (so Ghost Strike shouldn't work there if planar/dimensional travel is blocked by local wards).
Otherwise, if only the Astral Plane or only Teleportation is blocked, then the PCs should just be camping on the Plane of Shadow through a Shadow Walk spell, since it lasts long enough. Assuming they're of sufficient level to learn/cast it, anyway.