Can ESRI modify the natural neighbor algorithm to use ghost points to overcome the convex hull limitation? See, for example, the below article.
Currently the Natural Neighbor algorithm implemented in ArcGIS Pro does not create interpolated values beyond the input data's extent unlike other interpolators such as IDW and Kriging. This limits its use in the environmental field, for example, which often requires interpolated values for an entire area of interest, e.g., property boundary, floodplain extent.