We don't know. The devs are fond of stringing along fan expectations, but definitely want some things to be discovered in the game. I do not rule out the usual "supernatural" beings, but neither do I fully expect them in forms most of us are familiar with. Keep in mind that there are four in-game religions, each populated with supernatural beings and lore.

More than likely there will be some, but they haven't shared any with us besides the lich. I expect all of them to be very very rare

Vampires and liches are all but confirmed. Werewolves - at least in the traditional sense - are all but denied, (three transformations a month doesn't really work in the CoE paradigm).

Just because I feel I can foresee this misunderstanding I'm going to clarify.

In CoE we don't have "races" we have tribes and we have some decent information on 8 of them, and the 4 that will be undiscovered at launch we have various hints toward, but no actual writeups on. None of these tribes are "supernatural" so if you are thinking you can start the game as a lich or a skeleton warrior you may be misunderstanding.

Liches in game, while pretty much confirmed, aren't something we have solid information on. That being said, you would start as a normal character and then later somehow become a lich.

If everyone in this thread already understands this fact, plz forgive me for my nagging. Just wanted to make sure this was known by all parties involved :P