Basically, you're correct. Because the members you are trying to mock are internal, the Natural code won't even compile, and so you'll need to use reflective.
There are two ways that allow you to work with Natural Mocks. One is using private accessors that VS can generate. These accessors are public and you can mock them.
The second way is to use InternalsVisibleTo attribute on the tested assembly, to expose the internals to the testing assembly. Once exposed they behave as public members, and therefore applicable in Natural.
Both are viable options.
Please click the following link for more information on mocking protected method