Well, Gorzath (Before a bullet went through his skull), was pretty much okay with all three as long as they A) Told him what they were from the start and B) Didn't try to eat him or his friends. Or sacrifice them. 

Okay as in, he wouldn't have tried to kill them immediately. He wasn't naive enough to let his guard down around them, especially at night. He trusted werewolves only a little more than vampires and Daedra worshippers. Namely because they typically don't want the curse and can chain themselves up whenever they're about to turn. Vampires and Worshippers, in his experience, typically have no qualms about eating you or sacrificing you to their gods.