We actually know a little about both of these things.
Becoming a vampire isnt really a choice. Anyone can be turned. From the holy knight to the shadowy assassin to the quite monk to the faithful druid. It has no impact on your affinity in any way. If you die as a vampire, you die for ever because you have no soul to spirit walk with.
As for lich. To even become a lich you would have to dark your souls affinity and become extremely evil. We dont know the exact mechanics of it, but there is a dark ritual that can be done to become a lich. This would rip your soul from your body and place it in an item for safe keeping. As long as the item is intact, you will not take the permanent sleep. But, if that item is destroyed then you are destroyed and you will permanently die. There is some debate on whether the soul inside the item is destroyed, or if it is sent to the Akashic Records. I havent seen confirmation from devs on what happens to the lich soul.