there is nothing on a vampires/zombie stat block talking about them having immunity to exhaustion so would they get it or not ?
Creature types have no intrinsic rules in this edition. Undead are not immune to exhaustion unless they have a special rule saying so. Note that it is common for undead to have special rules outside of their statblock - in particular, the zombie doesn't need to eat, drink, breathe, or sleep, and the vampire doesn't need to breathe. However, both vampires and zombies are fully capable of suffering exhaustion; for example, both can and will freeze to death, as neither has cold resistance, cold immunity, or exhaustion immunity.
there is nothing on a vampires/zombie stat block talking about them having immunity to exhaustion so would they get it or not ?
Creature types have no intrinsic rules in this edition. Undead are not immune to exhaustion unless they have a special rule saying so. Note that it is common for undead to have special rules outside of their statblock - in particular, the zombie doesn't need to eat, drink, breathe, or sleep, and the vampire doesn't need to breathe. However, both vampires and zombies are fully capable of suffering exhaustion; for example, both can and will freeze to death, as neither has cold resistance, cold immunity, or exhaustion immunity.
RAW I think they would get the exhaustion but I when I'm the DM I would not give a zombie exhaustion.