Buchanan's father emigrated to the United States in 1783. What makes you say that he was naturalized, if he was here prior to ratification of the Constitution? There was no naturalization law until the Constitution was ratified, so he would be a citizen who was grandfathered in, right?
-PJ
From 1781 to 1789 the Articles of Confederation were the law of the land and the Articles left the process of creating new citizens, including the naturalization of immigrants, up to the individual states. A person could literally be a citizen in one state and a non-citizen in another state.
The grandfather clause in the Constitution pertained to Presidents/Vice Presidents only.
James Buchanan inherited British citizenship from his father, who never lost or renounced British citizenship. Neither did President Buchanan.