It was during the middle of the Forsworn quest in Markarth. I had just killed Nepos the Nose and walked past the abandoned house (with the Molag Bal shrine) and I heard a faint, ghostly voice say "Vengeance!"

I had not completed the Molag Bal quest yet, as I still had yet to find a Boethiah priest to bring back. No other quests have been done in Markarth.

I have 53 mods, but none affect Markarth (save for the unofficial patches).

Has anyone heard this voice before?? Is it my crazy imagination or quest related? Perhaps the murdered priest?

How did you walk past the house without getting harassed by the Vigilant of Stendarr? That guy is always hanging around the door of the house in the vanilla game. He's kind of annoying because he repeatedly tries to engage the PC in the same conversation so I just walk around the block (sort of). Anyway, he doesn't go away until you start that quest. How come he's not there in your game?

Yes, the Vigilant that harasses you is already dead. I spoke to Molag Bal and he commanded me to fetch a priest, but I have not done so yet.

So before leaving Markarth, I decided to do the Cidhna Mine/Madanach quest (forget the name) and as I was walking about investigating, I heard TWICE a ghostly voice saying "Vengeance!"

Ah, I see - you started the quest so the Vigilant isn't out front any more, but the quest is not done. I only did that quest once and don't remember hearing the whisper you describe. However, I went through it quickly so maybe that's why I didn't catch it. Maybe someone else has...