I don't have a belief system for things that exist beyond our ability to measure and understand scientifically. Measurements are fundamental to knowing that a thing exists. So I claim no knowledge or understanding of things beyond science, but recognize there are realms that science is not yet able to study. These realms are continually pushed back as we learn more and develop technology. In the last century, cosmology and understanding of the evolution of the universe was such a realm. In this century, I think it will be consciousness.
I also like to describe my thoughts about this using the term "supernatural". In my view, the supernatural does not exist, because if something exists, then it can in principle be measured, quantified, and understood in a scientific framework, and then it ceases to be superatural and is simply natural. Rather, it was natural all along.
When I say I enjoy deeper mysteries than physics, I mostly mean explorations of dream worlds. This is beyond physics because physics does not even apply in dreams. You can bend and break it. I also enjoy studies of old magical systems. It's one of my odder eccentricities to be sure, and of course it has zero relevance to accurately describing nature, but I find the systems themselves, their development and use of symbols and geometry, to be intellectually interesting.