What if the supernatural creatures are actually the aliens from RDR2. Maybe the aliens snuck in and hid as shapeshifters taking different forms such as humans. This would have the donkey lady being a failed shapeshifter and living out the rest of her life as half donkey. The shapeshifting process cause immense pain which explains the night folk going insane. The plague mask was an alien artifact and made all shapeshifters mess up and turn into supernatural creatures.