What sort of stuff would be a supernatural horror? Is this all left up to the GM to create a game using these rules?
Sorta. This was just a design exercise for the 200WordRPG 2019 contest, so it is not like we have too much space for a bestiary or anything like that. Anyway, a good "appendix n" for this game is the comic "Beasts of Burden"
Where can I find the comic?
Here: https://www.amazon.com/Beasts-Burden-Animal-Evan-Dorkin-ebook/dp/B00A820VQI/ref=...
Thanks!