Remember kids, supernatural doesn't just mean ghosties and vamsparklies - animal men, zombie stormtroopers, and mutant troglodytes are definitely supernatural.
The Houdoun stuff is good - in fact, there's a
Flashing Blades adventure about voodoo zombies which is written so that the Gamemaster can decided if magic is real or not in the campaign world.
I don´t think the "who" really matters in the horror context, mostly because I think it´s next to impossible to create either fear or horror at a game table.
Come on, most of us will be lounging around in confort, having a drink and some snacks, chatting amiably with friends, how should fear work there?
One of the adventurers in my
FB game is a really good swordsman - in a roll-under 1d20 system, his basic to-hit is 21, which means he can hit every time he attacks, subject to modifiers.
Last game someone took a pistol shot at the adventurers. The player's eyes went wide and he sat back in his seat, because his character's just as vulnerable as the next guy to firearms.
Instilling fear in a player may involve nothing more than creating a credible threat to his character; the horror element is in how that threat is presented.
So instead of asking what a good natural Enemy would be, I´d instead ask how to make natural things really scarry, how to set the mood, how to create that involvement. The enemy itself then doesn´t matter.
I have no problem with that side of it, or rather, to be more precise, establishing the mood and describing horrific things totally squicks me out, but I'm pretty good at it nonetheless.
And I disagree that the enemy doesn't matter - the nature of the enemy may contribute to the sense of uncertainty and unease that a good horror encounter creates.