Charms don’t override/preempt each other unless that is called out in the rules

The quick answer is no — abilities or spells that impose the charmed condition don’t cancel previous charmed conditions. They can be in effect at the same time.

The answers to this question covered some of these charming rules

One exception is in the case of harpies, once a target is charmed by a given harpy, other harpies cannot charm the creature.

Charms are not all equal

Things get complicated because there is not a single “charm effect.” Various spells or abilities which impose the charmed condition (many of which are called “charm” or include the word in their name) actually impose very different sets of effects (See below).

For example, succubus can command a humanoid affected by her charm ability, while charm person only makes the target regard the caster as a “friendly acquaintance.” In general, the succubus’ commands would take priority over the request made with the benefit of Charm Person.

Charms in direct opposition

The exception to the above is if the command directly contradicts an effect of the other power, or contradicts the charmed condition, for example, if the succubus orders its thrall to attack a wizard who charmed the same humanoid. The charmed condition precludes this (see Appendix A: Conditions, PH, p.290).

In that case, the DM may rule that a contest is in order (See Contests, DMG, p 238) or may rule that the charmed condition precludes the action.

Crown of Madness vs. Vampire Charm

In the question’s particular case, the caster of Crown of Madness could maintain control the charmed character as long as the caster meets the requirements of the spell. That is, choosing a creature for the charmed PC to attack before moving on the first round (which might necessitate the PC attacking an ally) and “using his action to control the target” on subsequent rounds (PH p.230).

Also note the vampire’s effect might outlast Crown of Madness. The spell would persist while the caster’s concentration lasts, up to 1 minute. After that, the vampire’s charm, which lasts 24 hours, would still be in effect.

If the caster ordered the charmed PC to attack the vampire, then that would be a Contest as described above.

Differing Charm Effects

Here are a few charm effects for reference. There are a lot of subtle differences, so you have to be aware of the specifics to determine how they would interact.

Crown of Madness (PH p.229):

The charmed target must use its action before moving on each of its turns to make a melee attack against a creature other than itself that you mentally choose

Vampire (MM p. 297):

the target isn’t under the vampire's control

Charm Person (PH p. 221)

The charmed creature regards you as a friendly acquaintence.

Dominate Person:

While the target is charmed, you have a telepathic link with it...You can use this telepathic link to issue commands...

Succubus (MM p. 285):

The charmed target obeys the fiend’s verbal or telepathic commands.

Harpy (MM p.181):

While charmed by the harpy, a target is incapacitated and ignores the songs of other harpies.

Yes, Fey Ancestry would grant advantage

Jeremy Crawford provides a clear answer to this question here:

Does "Fey Ancestry" apply to any spell or spell-like ability that gives the "charmed" condition?

Fey Ancestry benefits any saving throw meant to stop an elf from suffering the charmed condition.

From his wording, it's clear that Fey Ancestry would benefit the half-elf character in your case. The advantage on saving throws is not merely on saves that, if failed, would impose a new charmed condition; it applies to any saving throw that, if successful, would result in the character not being charmed. This would include saving throws made to break free from a charm effect.