Vampire's Restless Spirits are considered Banshees - Build V2.0.6f2
Windows 7 64 bits
Ram: 8GB
CPU: Intel i3-4170 3.70GHz 2 Cores, 4 Logical Processors
GPU: NVIDIA GeForce GTX 970
The narrator announces that your dungeon (your defenses) are being attacked by banshees, but they are in fact being attacked by the Restless Spirits that the Vampire summons. Crucible/Lamash Restless Spirits (big heads) do not trigger this reaction so far.
Vampire Restless Spirits are banshees 2.jpg
Vampire Restless Spirits are banshees 1.jpg
I had a quick look but can not really explain this.
Are you 100% sure there were no actual Banshees involved that attacked you somewhere?
(The "bombarded by Banshee" lines can only play if any of the attackers contains "Banshee" in their name, but the Vampires ability spawns a unit with name "Spirit_Vampire" which would not match)