Sorry but I’m going to call out what I see as some pretty blatant motte-and-bailey argumentation by the OP and their offense taken to people trying to nail down the definition of supernatural is illustrative.
They have their bailey, belief in things like the occult, ghosts, demons, etc, that are almost certainly bullshit. To the extent that they can be falsified, they have been. This is the typical definition of what people think when you say “supernatural” and people are right to answer “no” when asked if they believe in it.
But then you have OP falling back on their motte when this happens, asking philosophical questions about reality, perception, and the unknown. The fallacy is that these questions do nothing to strengthen or refute the original argument about the supernatural.
Nobody is here to argue that nothing is unknown and even unknowable but that doesn’t make the things that people typically call “supernatural” any less bullshit. Demons and ghosts are just not the kinds of things that are waiting around to surprise us. And shifting the conversation from your bailey to your motte to protect your feelings on the former is not a good way to have a friendly debate.
All that aside, if you are interested in expanding your understanding of the universe then I’d really encourage you to divert the effort you’re putting into the “supernatural” into learning about the actual natural universe instead. Our universe really is fantastic on its own. There’s plenty of interesting, wacky, and unknown things happening all around us that you can learn about without resorting to magic. If anything, magic is the boring answer imo.
I’ll tell you why I say the answer is no to whether or not the occult, demons, or ghosts exist. There’s a phenomenon in statistics where if you were to select a random element from an infinite set of equally probable elements, the probability that a specific element will be selected is 0%. Not close to 0, literally 0.
These kinds of supernatural phenomena that have no evidence belong to an infinite set of equally unlikely phenomena with no evidence. Their likelihood of being real is 0%. Only when phenomena has some tangible evidence explaining it can we elevate it to a finite set with a non-zero likelihood of being real.