What to beware of when dwarves are reliably sealed in a fortress?

• You can build memorial stones to bury dead dwarves without his remains/body.
• Make cloths, the most save way to do this (only way in a permanent sealed fortress) is to shear your larger creatures and make thread from that yarn. This can be woven into cloth and made into clothes. You could also breed creatures for there skin and produce leather, but your pasture needs to be very large to sustain this industry.
• Check the wiki for the type of moods, most of the time you need a craftsdwarf workshop for moody dwarves. That is if they lack any of the skills for other mood demands. With a sealed fortress and without excess to all the resources like clay or sand this can be impossible to fix without outside help. Just kill the dwarf if he goes insane.
• The vampire thing is more of a hidden thing and very hard to spot. Usually a vampire has a long list of families, kills and a good skillset. The skills can be shown easily by dwarf therapist, otherwise you need to check every migrant. Vampires can be a nice addition to your fortress if you do not seal it off. I usually recruit them into my army and set a burrow for them outside the fortress as a hunting field. Since the do not eat, drink or sleep they are perfect guards and often very strong too.

Simply sealing off your fortress is not a good way to go imho. As you found out it is easy to lose a dwarf and without migrants it takes a lot of year cycles to grow childs yourself. Why not seal yourself off with a raising bridge, just open it when migrants arrive. One problem though, the merchants will not bring there carts with them since they cannot find a path to your trade depot.