So, when you want a cure of vampirism, you need a soul from a black soul gem. This is, purportedly, to take the place of your soul, or to be traded for your soul. If that's true, then where does your soul go? Who has it? I assume it is Molag Bal that has your soul, but I'm not %100 sure.
Oblivion. There are over 37,000 realms or planes of existence. Your soul isn't gone, you're undead. So it is trading a life for a life. Returning you from undeath, so you're probably dealing with whoever feels like an easy trade.
As for your soul, you have it. It is never taken off you, only a small piece of it in one quest.
Molag Bal would only ever have your soul if you're 'Soul Shriven' which is if you were sacrificed and at the moment of death had your soul replaced with a Daedra Vestige under his control. The soul would still need to be inside a gem however.