"There are those, however,who show signs of enlightenment, and earn our attention - those such as Glenmoril Wyrd, who live within the walls of Breton cities" Manifesto Cyrodiil Vampyrum

Wait is the book referring to this same group of witches here? http://www.uesp.net/wiki/Bloodmoon:Isobel_of_Glenmoril_Wyrd http://www.uesp.net/wiki/Bloodmoon:Fallaise_of_Glenmoril_Wyrd http://www.uesp.net/wiki/Bloodmoon:Ettiene_of_Glenmoril_Wyrd

Do you guys/girls think that maybe some of the people in that particular coven of witches are Vampires?

No, not really. In fact, those witches are one of the few groups of people with the knowledge to cure vampirism and lycanthropy. They worship daedra lord day and night, which may be one of their source as to how to cure these divine diseases. They even made this a http://www.uesp.net/wiki/Daggerfall:A_Special_Mixture in the game Daggerfall.

As for the Glenmorils from Morrowind and Oblivion, they are all base on a group of witches http://www.uesp.net/wiki/Daggerfall:Witch_Covens#The_Glenmoril_Witches from the game Daggerfall that seem to have deep connection to only Hicine. Kind of a shame that only this tribe and not the other tribes get to represent themselves in any future games beyond Daggerfall.

Pretty much what Qawsed Asap said, plus:
They're all female, extremely powerful magic users, very old looking (but can make themselves look very young), and can transform into animals (such as a raven, as seen in Bloodmoon).

Indeed! And they always seemed to be tied to Hircine. Blessed with arcane magics. So the Order could be refering to vampires there in Glenmoril. Or maybe even the witches themselves, since there is only one witch in Cyrodiil. The Order may have wiped them all out(Unlikely, they seem to have no beef with the witches).