Non-Mafia Roles with Night Kills are Vigilantes and Serial Killers.
The stated goal of the Watch is to prevent Night Kills (though I concede it's possible Stephen had a secret victory condition you didn't know). Therefore, it is unlikely that Stephen would be both a member of the Watch and a vigilante.
A Serial Killer is a lone wolf, trying to kill everyone. It seems very unlikely that you would have a vampire/watch/serial killer, and have another vampire that was not related in some way. The narrative is all wrong. I very much doubt that Stephen was the "bad" vampire and Yuna is a "good" vampire.
So, since Stephen likely didn't get his Night Kill from being a Serial Killer or a vigilante, all that's left is being part of some kind of group that has reason and ability to Night Kill people. And this still fits in with your restrictions- Stephen's Night Kill doesn't have to be a faction ability, it could just as easily be intrinsic to his specific character.
For example- and I'm not suggesting this- A cult faction that was two people. The faction ability is to infect someone. One person has a night kill. The other person has a roleblock.
I used a very similar setup in my Comic Book Mafia- the scum could carry out their Night Kill, but each scum had their own power they could use instead.
As to why I'm focused on this, I'm niggling away at threads. Despite the large number of posts and Days we've gone through, we really have very little information. You know what gets us information? Blood. One lynch would tell us more than anything we've gone through in the last two days.
I think it's actually more suspicious that you are so adamantly defending Yuna. For all intents and purposes, this is basically Day One, or maybe Day Two. We have ONE dead body! On Day One, the smallest thing out of place will get you lynched. And, no offense to Yuna, but she hasn't even posted anything this Day.
We lose little by lynching her. We would gain, at the very least, a lot of information, not only from her death message, but from how this Days-long debate has been interacted with all players. We would also, if I'm right, be removing an anti-town predator.
I have a laundry list of reasons to lynch Yuna. Your defense amounts to, "But what if she's NOT evil?"
(and no, my role has nothing to do with vampires. I've just somehow become this anti-vampire crusader because it is the ONLY lead we have)