Demons??

If it's not Sleep Paralysis, I'd suggest breaking out the Rituale Romanum and Holy water some time very soon- or whatever exorcism rite you've got. Whether they be fallen angels or dark gods, demons are nasty buggers- and very hard to get rid of. I suggest spirinking your bed and door with blessed water and lining the threshold door with blessed salt.

Could be actual demons or just very dark spirits (ghosts)- either way, you really need some kind of banishment or exorcism.