Vanik can be found by the magical barrier holding Dexion. It appears he and his squad stormed the cave and killed all the vampires that were holding Dexion. Once he is defeated, the Weystone Focus can be retrieved from the corpse of Malkus to free Dexion.
Dawnguard: "Those vampires put up a hell of a fight. You think they turned him?"
Vanik: "I don't know, maybe. Won't know until we get him out of there."
Dawnguard: "How do we do that?"
Vanik: "I'm working on it, now give me some silence so I can think."
- Vanik is not seen if the Dragonborn joins the Dawnguard.