The majority of the time, a person studying these fields is known as a Parapsychologist, although I tend to disagree with this title if the person is a believer in such supernatural beings. Generally a person who studies vampires, or vampirology, is known as a vampirologist. The same goes for the study of werewolves, yet I'm thinking there would be something else out there associated with the latin roots for the word 'werewolves.'
That depends, are the vampires and werewolves friends or not? If they are friends, they would probably just call each other by their names. If not, a vampire would call a werewolf a mutt, a stupid dog, and other degrading dog/ behaviour representing names.
They are simply called werewolves.
a person that studies gems is called a gemologist.
A person who studies genealogies is a genealogist.
a person who studies people but not an psychologist
A person who studies philosophy is called a philosopher.
what do you call somebody who studies snails.
A person that studies animals is called a Zoologist.
A person who studies birds is called an ornithologist.
A person who studies birds is called an Ornitholoigst
A person who studies the mind is called a psychologist.
A person who studies theology is called a theologian.