"A vampire, with something silver." Which could have been any number of possible things in the world, but the way it happened didn't really matter. All that did was finding some way to let out her own pent-up emotions and deal some damage of some kind. Logically, Natasha knew it wouldn't make her feel better....but honestly, she wasn't exactly in the mood for logic right now.
With any luck, they'd come across some kind of supernatural creature that would give her the opportunity to hurt do something - but yes, a part of her was hoping for a vampire at the moment. A werewolf would be her second choice, because not only had they done something to her sister, but they'd given Yelena a weakness she hadn't been prepared for, one that had later been exploited.