Sorry if this sounds a bit mean, but have you even looked at the Favored Enemy chart? Because it clearly says Undead is one of the options.
The answer to the second one is no, though. Favored Enemy targets certain types or subtypes. When a creature transforms into an Undead it gains the Undead subtype, which is what FE targets, and in some cases loses its old subtype entirely (Like Humanoid: Human), like Skeletons.
Vampires keep the humanoid type but end up with the Augmented subtype instead of the Humanoid one anyway so it still wouldn't work there either.