Well, the skinwalker, aka Naagloshii
did grow in power from what it killed, I wouldn't describe it as a thaumavore, and it definitely wasn't created to hunt down magic users. What Renfield is thinking of makes me think of the WoT gholam.
As far as the power, Physical Immunity to Magic (you decide on whether to spread it to all types of magic or just one like Mortal), the Catch being not magic, and add Feeding Dependency with the requirement of magic affecting some Strength and Speed powers. Strength and Speed Powers are what you need, since you've taken away their main way of dealing damage, so you can implement your own much easier. A Supernatural Sense of being able to 'smell' magic, and be able to track it that way, would be useful as well.