Good critique of naturalism! You might have told me, but have you read about Berkeley's form of idealism? I read his Dialogue between Hylas and Philonous years back. The latter part was worth reading because he makes clear that God doesn't need to create a material world to put you in the world. Once you accept an omnipotent God or the equivalent, and you accept humans as essentially his creation, that is the only ontology you need, no intermediary is necessary. Berkeley puts this in very common sense terms.

Also, I recently read theoretical physicist Carlo Rovelli's excellent "Helgoland." In the latter part, he presents the idea there are no objects with properties per se. What we think are properties are merely characteristics of what occurs when two things interact. He explains it a lot better than me. It aligns with what you talk about, even though technically it's a physical concept.