When the Institute started digging their underground haven...

[CT Phipps]

1. Without DLC.
2. Where?
3. Exactly- your character should be traumatised by them.

Well, the whole point is that the Vault is ready for construction and just wasn't by the time you arrive. Hence, the massive amount of stuff you can scrap to build a Vault.

And yes, it's idiotic the SS would have anything but nightmares about the Vaults.