Nature Cannot Have a Natural Origin

In a recent discussion in this space, I made the argument that the Big Bang posed a particular problem for dogmatic naturalists.
A naturalist is someone who holds that all events in nature have a natural explanation.
A dogmatic naturalist is someone who holds that all events whatsoever, whether in nature or out, have a natural explanation, or, to put it another way, that even things which seem at first glance not to allow for a natural explanation must be assumed to have one, despite any evidence