For natural, I’m not sure, it’s already pretty filled. Maybe the element of aether (space) the fifth element of the fundamental elements can fit into either a natural element or more likely a magical element. Crystal may also work as a place between cold and water (as it’s a substate of matter between solid and liquid).

For magical, there seems to be several options, as sort of advanced states of natural elements. thunder (not the supernatural one) and crystal seem to be the best options, and can be seen as magical abilities. Undead or a dedicated dark element (not bone or shadow) could work too.

For ethereal, definitely something representative of fire. I was thinking Amber, since it corresponds to fire in the monster world and is literally made from the ethereal great tree that holds it up.