Werewolves are easy there - they have their shapeshifting powers because of their ancestry/heritage connection with spirits, native entities to another dimension that can only be reached from our world via magic. There could be a semantic argument that spirits are 'natural' in their own world, but they don't obey any natural laws native to our world, so they can't be considered natural here, and by extension the people they favor with their gifts are being granted super-natural powers.