Hmmm. I can remember a lot of debate on the various cult TV forums I frequent [being, as I am, a cult TV nerd] around the time vampire-with-a-soul Angel impregnated erstwhile undead squeeze Darla… the point being that as vamps don’t have a heartbeat they don’t have circulation, so she couldn’t have sustained a pregnancy. For that matter, neither should Angel have been able to get it up in the first place. But I guess the supernatural always finds a way.
Given that circulation is also necessary for walking, talking, and moving their hands, I don't see why lack of circulation should be any more odd in terms of conception/sex than in any other way. They're
vampires. They can turn into bats if you like.
I had to build my own vampire mythology for
Evernight, and I picked and chose from a lot of vampire lore out there. Most vampire myths would not allow for pregnancy, simply because vampires are dead, but as ATS demonstrated, if you build the deeper mythology that will support the idea of vampire pregnancy, then you can go for it. I think writing any supernatural creatures/mythology demands a lot of world-building, and it's important not to just have something dramatic (like pregnancy) be convenient, but to fit with the kind of vampires you've described.