Why I don't like any of those explanations;
1) The homology the human pseudogene has with mus musculus' working copy of urate oxidase really does point to this being a pseudogene.
"Score = 942 bits (490), Expect = 0.0
Identities = 775/915 (84%), Gaps = 3/915 (0%)
Strand = Plus / Plus"
2) "Horizontal transfer of pseudogenes (ie it is known that DNA sequences can be passed between organisms and become part of the inherited genome)"
Horizontal transfer of a pseudogene to chimpanzees and humans which is present as a working copy in their common ancestors and in most other mammals? Seems like a remarkable coincidence.
3)"Some natural agent preferentially changed the DNA bases at the same positions." seems like clutching at straws to me
4)"A supernatural agent preferentially changed the DNA bases at the same positions." I can't disprove a supernatural explanation, but I don't see that we need one when common descent explains the evidence so elegantly. Plus, the question remains as to why a supernatural agent changed the DNA bases in question in both chimpanzees and humans