All of Zun's various writing support the "western" Vampires and there is no work that I know of that contradicts this including 12.3.
I wouldn't go as far as saying it supports it, ZUN never clearly stated they're from the west but yeah you're right there have been some hints.
It's said that the SDM is a European-style building and I think Akyuu mentions at one point that the vampires come from the west although whether she refers to Remilia herself or just the origin of the vampires in general is not clear.
Also to be technical, Kaguya and crew are from the moon.
Hah yeah but technically that's still a part of the Japanese folklore.
So they can still be considered having Japanese origin.
On the SDM Zun said they come from outside probably not too long before the events of ESoD.
Yeah, they're from the outside but the newest, most recent outsider that came to Gensokyo is Sanae. And 5 years, that's the time between them coming to Gensokyo and the EoSD incident.
BTW if you beat Suika in Hisoutensoku with Sakyua you get some dialog of her wanting to barrow Suika's gourd so they can compete with that nuclear power using alcohol fuel.
Yea but what does that have to do with anything?
I'm talking about the Sanae Story Mode ending in Hisoutensoku.
It's explained there.