Definitely wrong on both points, although it's certainly easier to assume each film was supernatural.
In Last Exorcism the only thing that's proven is that there's a cult. Whether it's not Nell's behavior is truly supernatural is not proven. There's plenty of evidence to suggest it is, but it can all be argued against. Read the message boards. The fact that there's wide disagreement means it's not proven, and the ambiguity is clearly intentional as conveyed in the final scene in the cafe. I haven't seen the sequel, so I don't know if they copped out and tried to explicitly explain the first one, but that shouldn't matter if considering the film as a stand alone piece.
Lovely Molly... the whole point of the movie is that you don't know what's real and what's not, including the ending.
Director Eduardo Sanchez corroborates this, although he leans toward a supernatural explanation.
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I wanted to see what would happen when your husband doesn’t have health insurance and he’s not educated at all for this type of situation, whether it’s mental illness or demonic possession.
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...some people interpret it as, “We’re just seeing what Molly is seeing...”
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For certain kinds of movies, like Lovely Molly, I think it’s imperative that you don’t answer everything because then you’re not really dealing with reality.
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Like I said though, neither film proves that it's _not_ possession, so it's probably not what your looking for.