Supernatural entities such as vampires and werewolves and etc do not exist and so far, there have been no proof of their existence.
People's bare words are not a reliable source. I can say I am typing this while I'm on the moon. Do you believe in me?
Claiming to be a supernatural creature is a common thing among fluffs who want to show off but none have came up with a solid proof. It's nice to see you actually look for a proof other than blindly believing whatever you hear but you should know that people will not tell the truth when they talk about their precious physical powers of speed, strength and etc.
If you look for a proof, asking the members (who mostly claim to be vampires) will get you nowhere.