I'm sorry for the delay replying, I missed this one.
Humans obviously do make up stories.
For many reasons, but perhaps importantly because they're a good way to understand and give meaning to what happens in the world by explaining events through their relations to one-another, and they are memorable.
The idea of the supernatural in terms of superstition and magical thinking (magic, paranormal powers, psychic powers, etc.), is rooted in our poor intuitive understanding of probability - particularly coincidence, statistics (randomness, regression to the mean, etc.), unreliable heuristics, numerous cognitive biases (e.g. confirmation bias), social validation & reinforcement, wishful thinking, and a general ignorance of natural law (science and scientific principles).
The inclination towards belief in supernatural entities is proposed to be a consequence of our hyperactive attribution of agency, evolved during our long period of hunter-gatherer lifestyle, where attributing agency (especially malevolent agency) to unexplained noises and movements in the bush would have a selective advantage over ignoring them when predators were a threat. This tendency, together with magical thinking, territorialism, and the 'theory of mind' that allows us to project and model external minds, resulted in an imaginative panoply of spirits of things and places, and various kinds of unseen 'little people' (fairies, pixies, elves, etc). And so-on.
Personal testimonies like 'remote sensing of loved one's perils' can be explained by coincidence, priming (expectation), misattribution, confirmation bias, unreliable memory, confabulation, etc.
I'm not sure what you mean by 'personal foreshadowing'...