Disclaimer: Im not a professional so this is just my opinion.

I have a feeling this is tied to your sleep schedule. You can become depressed just from throwing your circadian rhythm out of whack (i.e. you can develop a mental illness just from an irregular sleep schedule).

Ive experienced the same thing regarding the noises and seeing things out of the corner of my eyes. I am almost certain its my brain playing tricks on me. The worst part is once you get freaked out, it builds on itself and you start experiencing it more because you’re dwelling on it. I think for me it was a combination of spending too much time in my head (instead of socializing and interacting with people) and living in an old town home. It went away after a few months.

I have also experienced the same thing you mentioned about your dog, except for me its been with people (such as my girlfriends (which is really messed up)). I also think there’s something wrong with me such as paranoia, but I dont share this with anyone and I have a decently rich social life so i think its something you can consciously overcome by faith in reason and rationality.

Good luck brother.