Yeah, it's a tough one. So many words: strange, weird, unknown, unexplained, otherworldly, metaphysical, phenomenon, and of course our paranormal and supernatural. Searching around the web, I see that it's drawn right down the middle on people who are debating that they're interchangeable and those who think they're not.
Just like the words might do themselves, we want to avoid splitting everything 50/50, this or that, or having to state "the supernatural and paranormal" every we want to discuss all possibilities. We need a strong word that encapsulates all possible unknown life and nature. I've just discovered the word preternatural, but again, like all words that currently exist, they may simply have too much baggage.
Perhaps we should coin our own term? Something like multinatural, omninatural, othernormal, othernature, or combine supernatural and paranormal: supernormal.
Supernormal doesn't seem to have too many existing attachments already, and feels comfortable saying, so that might work.