Contact - TUBE FLARING TUBE FLARE ORFS FLARE 37 FLARE 45 FLARE

So if something's a supernatural thriller, that doesn't automatically mean it's a combination of horror and thriller, but it will be something that features characters or themes usually associated with fantasy and/or horror genres, and will make them tense or thriller-like.

It all boils down to the plot setting. Supernatural is a sub-genre of fantasy. Animes (Japanese animation), are some of the best examples of using both fantasy and supernatural themes.