The main plot

The supernatural world is, for the most part, a secret to regular humans. Often, those who find out tend to disappear in one way or another. Some are kept prisoner, some kept for other reasons. Others are never seen again.
All those who discover the secret world though quickly learn one thing: The supernatural world is at war.

Demons, shapeshifters, fae, witches... these beings - and many others - are split into factions that plot against each other for dominance of their secret world.
Occasionally, there will also be mixed factions and some, like the demons, even have factional wars amongst themselves.

There are also free agents who are willing to help the highest bidder, no matter what creatures they are.
There are also a few safe havens, if you know where to go.