So it's her first sex scene you're missing or do you mean one of her bonus scenes? You can check the names for them in the CG room.
Maybe you didn't advance the main story far enough yet? It's necessary to meet Lucilla in Dorgania before you can advance Vampire's events.
Do you have 70+ relationship with Vampire? Else I think what you're missing is the dialog with the spirit at the bottom of the north dungeon, the dungeon where you find Vampire. When you go up north by using a ladder on the first map of the dungeon you can access a different area. Go down the stairs there to eventually find an area with a lot of nature and animals deep underground. The dialog with the woman there is necessary to advance Vampire's events.