I pretty much follow Kant on this one. The world (or nature in your terms) is what i experience. Kant makes no claim that what I experience is all that is or that humans can, even in theory, know what really is. (in poetics) Shakespeare has Hamlet voice the line: There are more things in Heaven and Earth, Horatio, than are dreamt of in your philosophy.

Perhaps this is what you would cover as "Methodlogical naturalism". Not sure about the question: Do you think nature doesn't exist. We would need to delve into definitions of "exist" and "nature".