Flavour espresso with vanilla without adding sugar or other sweetener?
You just add any vanilla-tasting product to your coffee. It doesn't have to be a sugared "coffee flavor". 

The best option should be plain vanilla extract. Then you have synthetic vanilin, which comes as a white powder or in tiny vials of propylene-glycol solution. As it is very concentrated, it ends up being much cheaper than the extract, but its smell is nowhere as rich as that of real vanilla extract. 

I suppose that you could also use real vanilla pods. I would cut off a piece, cut it open, and place it within the ground coffee during brewing (if you think it will interfere too much, you can also just scratch out the seeds and use them, but you will be throwing out lots of vanilla that way). I have never done it, so I don't know how big a piece you will need for the taste to be reasonably strong. I suspect that using vanilla extract will be more economical, as vanilla usually needs time to give off aroma, and the short espresso brewing time, even with the pressure, will need a fairly large chunk to make a difference in taste. Still, the pressure-brewed vanilla will have a different taste profile than the alcohol-dissolved vanilla extract, so if you are not happy with the taste the extract gives, this is one more method to try out.