Shinzon Azazel slept in his crypt, hidden, in Vlad the Impaler's castle with the rest of the vampires who sought refuge.  Shinzon had lived during the time of Vlad the Impaler.  But he wasn't in Romania at the time.  Shinzon hails from France, where the Azazel family reigned in the area around Leon, France.  The Azazel family itself hailed from one of the first people turned by the first vampires.  Because of this their blood is pure and they are powerful.  In France they were one of the most powerful vampire families.  The Azazel family scattered when the French Revolution hit.  And Shinzon eventually found refuge in Vlad's castle and fell into his slumber to be awaken by the one who is destined to be his soul mate.