So you say your character is level 25? Just verifying cause that's important.
The most common way that this quest is triggered is that at level 10 whenever you enter a main city, an Orc called Durak will approach you and talk to you about the Vampire Menace. Now, no matter if you even continued to converse with him, the quest will be added to your quest list (or should be anyway.) The next way would to be talking to hold guards, which you have done so I'm not sure what's going on with that. And the third and final way of triggering it is talking to Aegmar in Dayspring Canyon where the Dawnguard Fort is located. Aegmar is a Nord man that you encounter upon entering the canyon, and he will usually walk with you when you approach the fort. You can simply discuss things with him and then boom, the quest will be triggered.
Now, if you are on Xbox 360, there is unfortunately a huge known bug that makes all of these options completely impossible no matter the level. Meaning that none of these options could even be a possibility for you. If this is the unfortunate case there isn't much you can do. You can see if when you go into a different character if the situation is different, maybe check if your character is a Vampire (this might have a part you aren't seeing), or just start a new character in general.
I hope that this helps a little bit, feel free to continue asking questions