The supernatural is so often appealed to in terms of what we don't know that I'm not really sure if supernatural entities are anything more than manifestations of ignorance - manifestations of ignorance that look suspiciously anthropomorphic. We can know what it's like for something to be an agent, and to act with intentionality and purpose. Yet what do those mean when placed on the supernatural? It's a mystery, which is what you get upon deeper examination. After all, what is the greatest of all possible things if not completely incomprehensible?
So while us reductionists types are flailing about to be able to explain the inexplicable, if only we could see that our quest is futile because the best explanation for inexplicability is the ultimate expression of the inexplicable - God!