Whether god is external to the universe or god is the universe, it begs the question what created the ever changing components within the universe? It still takes you all the way back to a first cause. That first cause must be uncaused. It would have to be independent of its components and outside of physics. It would have to be supernatural by definition.
Since when has any cosmological argument ever claimed that everything has a cause? The first premise of the Kalam cosmological argument states: "If the universe began to exist, then the universe has a cause of its beginning". The first premise of the contingency argument states: "Everything that exists has an EXPLANATION of its existence, either in the necessity of its own nature or in an external cause".