Where to look for the Shady Merchant and Vampire unlock
Quick answer
At merchant stops, check behind the wagon for the Shady Merchant. The official 1.0 notes link this merchant to unlocking Vampire, but do not publish the entire interaction sequence.
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Find the right merchant
At merchant stops, check behind the wagon: the official 1.0 notes give a 50% appearance chance. From day 4, a one-day route includes him once per run, in addition to random appearances. First unlock this vendor at the camp workbench, as documented in the winter update.
Follow the Vampire lead
The official unlock hint points to meeting the Shady Merchant. Speak to him and read the interaction in your installed version; the announcement does not provide a complete purchase or dialogue sequence.
Build for the character you unlock
Vampire begins with bats instead of a conventional weapon. Each level adds another bat, and their attacks use melee damage with a chance to steal life. Once unlocked, consider melee-effect items alongside the bats rather than assuming a standard gun loadout is the natural starting point.