First order logic, set theory and God

[GrandizerII]

Why couldn't a naturalistic entity be sufficient of itself?

For me, supernatural would be something outside of (or beyond) nature itself. If the OP argument allows for the first cause to be a part of nature, then while you are certainly free to call it "God", I have as much freedom to consider it to nevertheless be perfectly naturalistic. For me, a supernatural God would have to be the kind of God defended by proponents of arguments such as the Kalam Cosmological Argument: one that defies logic (or at least our intuition of it) by existing "outside" of space-time and that created natural existence from the "outside".

It can be sufficient.  Or we can at least assume it can be.

That's sufficient for now. Until the OP can rule out naturalistic first causes, then the principle of parsimony suggests we don't need to rely on the supernatural to explain the existence of the universe.

And the first domino may need someone/something to tip it over and thus start a chain reaction, but that someone/something may also need someone/something else to move it to tip the first domino over. We don't have any good analogy to suggest that only a supernatural could be the first cause (or that there is a first cause for that matter), but a lot of good analogies to suggest an infinite regress of some sort.