|I'm sorry you are having these hallucinations. They truly are terrifying. I read somewhere that concentrating on wiggling your toes during sleep paralysis will help wake you and get you out of the hallucination. I just keep telling myself that it is my body dreaming and concentrate on wiggling my toes and it really does work. Knowing it is not real does wonders for my anxiety levels as well. It's impossible to head off the physical reaction, but at least emotionally it is not so terrifying as when I really thought demons were in my bedroom.|
Also physical touch seems to prevent them or bring people out of the hallucinations, so if you are at a point where you could adequately care for a cat, get one that will sleep on top of you or right next to you and it should help. A boyfriend or girlfriend sleeping next to you will do the same thing but they are harder to adopt. ;-)
Take a look at the drugs you are taking for the anxiety and/or depression. I found that the Wellbutrin built up in my system over time and messed with my brain. Now I only take the 12 hour version once a day in the morning and it works well with no build-up. Also, since I added in Prozac, my hallucinations have decreased significantly.
Try not to keep yourself awake. It will only bring REM sleep on more quickly, and with that, the hallucinations. If they usually happen at a specific time after you fall asleep, see if someone you live with can come in and check on you at that time. I hope you can find some relief soon!