For lower frequencies, we can find examples.
One practical example may be at very low/zero frequency. Magnetic permeable materials distort static (or almost-static) magnetic fields. Technically, we can call this refraction.
Oscillating magnetic fields (radio waves) are routinely used to measure thepermeability of materials; what is measured is the effect on the field by the sample, that again it is basically the index of refraction.
Besides lack of transparency, I believe that, as you wrote, at high frequency the frequencies you are asking the permeability of ferromagnets becomes a mess, because the large magnetic domains are "slow" at reacting to the magnetic field. The technique of oscillating magnetic field as before can be used also to assess the size and properties of the magnetic domains, proving that high-frequency permeability differ from the static one.
I think that a transparent fluid/solid loaded with superparamagnetic nanoparticles can show visible refraction effect, but I can't find the source of this belief and not sure up to which frequency it may go; Infrared seems tooalready too much. That's my candidate metamaterial.
Techniques like Neutron Scattering,used to observe theMagnons / spin structure maywaves should be seen as electron-scale refraction?the way to go to understand the high frequency limit.