Illusions don't prevent a kitsune from being shot. They make it HARDER to hit you, but you're still going to be bleeding and sore if it hits you.
Vamps and werewolves, while not permanently harmed, are still going to feel that shit in the morning. I mean, you DID just get a ton of sharp metal in your face, even WITH healing that's gonna hurt.
Why would a dragon be invading a random humie? He's got better things to do, like run corporations to do that for him. He's a freaking dragon.
And the undead thing depends on the undead-pretty sure bog-standard zombies just die if their heads get blown off or their torso disappears, while stuff like mummies, ghosts and other more advanced undead like liches are harder to kill off.
I'm also pretty sure the cold iron weakness/holy weakness is Fae rather than undead, though, but we need GM confirmation.