[RPG] Which monsters have immunity or resistance to non-silvered non-magical weapons

Short answer: Yes.

Long answer: There is some leeway that is up to the DM to decide. Basically, it comes down to whether the magical effect of the weapon is diffused within it or is simply a layer on top. A Paladin's Smite, for example, does not make the weapon magical despite magic surrounding it.

Normally, this is an unnecessary distinction. All of the magic weapons in the DMG are like this by default, but a DM could change it. For example, a Weapon of Warning that was gifted to a PC by a deity could be one that is just an enchanted weapon (and so counts as a magic weapon), or it could simply be an enchantment over the weapon.

As a DM, I would recommend leaking this information out to the players through an encounter with a lesser danger (a lycanthrope that can be easily wrestled or dispatched with spells, or something with only resistance). Since the default of the game is that the magically-imbued weapons they have received are treated as magic weapons, placing the PCs against a foe immune to them with no warning to this change could be seen as antagonistic.

The exclusion of any mention of magical weapons isn't accidental, Barbarians are resistant to bludgeoning, piercing, and slashing damage whether it's magical or otherwise as it's key to their ability to have staying power on the front line. By comparison, the Heavy Armor Mastery feat makes the clear distinction for magic weapons, therefore, it's not unreasonable that the design intent is on purpose.

This is important because otherwise the Barbarian would experience a huge drop off in survivability as the game progressed passed a certain tier when a lot of enemies' weapons are being described as inherently magical.