I think you might be misunderstanding what skeptic and atheist mean. Part of being a skeptic is not accepting explanations that rely on unprovable claims, which is what supernatural means. Being atheist is pretty similar with respect to the divine. Being skeptic or atheist simply doesn't support the idea that something is likely to have been supernatural; that's not one of the ways that we explain or understand things. I know you asked for answers, but the question simply doesn't apply to the people you're asking.
However, the question "What do you think is least likely to ever have a satisfactory rational explanation", is answerable. For me, it used to be the question of why anything at all exists. However, certain physics researchers such as Lawrence Krauss have been finding that the idea of "nothing" might actually be a mistake; in other words, it's possible that there's no such thing as nothing. Virtual particles and the impossibility of reaching absolute zero are some of the more familiar manifestations of this; even if you take out all the energy and matter from a volume, the volume will still be occupied by particles and thermal noise; they'll just be positive and negative, summing to zero energy. Things exist because it's a fundamental property of the cosmos that things must exist everywhere. This is by no means a solved problem yet, but it shows that we may have an adequate answer sooner than I used to think.
Now I suspect that the most unexplainable problem is the quest for the ultimate laws of physics, where everything about the laws of nature can be expressed as one equation. The history of physics so far seems to show that physics is fractal; Every new revolution improves things dramatically and is largely correct, but there's always a particular area where the theory breaks down and needs elaboration in order for the description of the universe to continue past the problem. This trend could very well be broken, but it is beginning to look like fully describing the universe could demand more resources and space then are contained in it, and every discovery is much harder than the last.
