I think I may have a solution re my lack of supernaturals in that one game in Sunset Valley.
As a trial, I started a new game with the same things as that one - witch, all supernatural creatures enabled. I went in and sent my sim around to meet as many people as possible on the first day (I know there's a cheat for that, but I feel uncomfortable using cheats. Unlike my life states dynasty attempt, I didn't send him to China on day 1 week 1. Late day 1/early day 2, a number of the sims my sim met changed into supernatural life states.
I wonder if the sending of sims over seas or to uni before the end of the first day kinds of locks in the state of all sims to their state at start of game. I have no proof of that one way or the other, it is, however, the only thing I recall doing differently.