Atrocious means extremely wicked, very bad. It generally refers to an action or a situation - hence "atrocity".
Ferocious means fierce, savage, cruel. It generally refers to an individual or individuals, or animal(s).
So I would go with ferocious for vampires. But for weather/wind it's not so simple. Perhaps: "The weather is atrocious because of the ferocious wind" [although one wouldn't actually string 2 "ocious's together in the same sentence).