The majority of the time, a person studying these fields is known as a Parapsychologist, although I tend to disagree with this title if the person is a believer in such supernatural beings. Generally a person who studies vampires, or vampirology, is known as a vampirologist. The same goes for the study of werewolves, yet I'm thinking there would be something else out there associated with the latin roots for the word 'werewolves.'
That depends, are the vampires and werewolves friends or not? If they are friends, they would probably just call each other by their names. If not, a vampire would call a werewolf a mutt, a stupid dog, and other degrading dog/ behaviour representing names.
A person who studies genealogies is a genealogist.
A person who studies philosophy is called a philosopher.
A person who studies organisms is called a biologist.
a person who studies people but not an psychologist
a person that studies gems is called a gemologist.
what do you call somebody who studies snails.
A person who studies birds is called an ornithologist.
A person who studies birds is called an Ornitholoigst
A person who studies poisons is called a toxicologist.
A person who studies lichens is called a lichenologist.
A person who studies theology is called a theologian.