Thank you so much for sharing your dream, I find it a really interesting one!

If it were my dream, I'd be thinking rocery stores are where you get "food" and if you think of that concept in a larger focus, food for the soul, food for the intellect, etc. you realize that this grocery store only has frozen food. You can't eat frozen food, it's a block of ice. Maybe one's feelings and all that give one "life" are frozen? It then would make sense that everyone's heads are gone but yours and your father's. That would be intellect/brains and personality. The other people aren't who you expect them to be, aren't people you know.

I think in most dreams, fathers are "authority" figures, and our own adult male way of being in the world. We all create our own dreams and populate them with "us" in forms that make sense to us. How you are in the world, your male self, could be represented by your father in your dream and that would be why he is with "you". You are operating in that mode. Your sister though is clueless, she has been taken over by the vampires and cannot help or understand you. I don't know what feeling there was in your father complaining, whether he was wanting to "rescue" her or was just disappointed in her being taken over by the vampires but didn't expect anything better of her. . . I don't know how you feel about your sister but imagine there is a clue with how your "father" views her in the dream?

Buildings are important in dreams, we already thought about how going to a grocery store would be about feeding yourself. And going to the back offices would be important too, maybe in organization or "running" your life? Do you have any issues with eating? That could be a clue too; the whole feeding thing and all the food being frozen and unavailable and heads/brains being eaten and going to the office to "complain" or get help/information would all make sense to me if one had an eating disorder? The father trying to be dominant/male to balance and the sister having succumbed to the vampires, etc. would work in there too.

Otherwise the father/adult male figure being the socially in charge one and sister (could be "twin" to self, another side of self) having fallen and everything frozen could have to do with social issues or fear (animals "freeze" when they're frightened, hoping not to be seen). The headless vampire victims in that case make me think they are all the "same" and interchangeable, kind of like when I'm afraid in social situations, everyone else seems equally out to get me/frightening?