Well, I think the hallucinations are behind your closed eyelids. What I saw was a face distorded from screaming and I heard that scream. This was when DEILDing.
During my paralysis, I saw aliens around the table I was on and I felt them touching me. Unpleasant.

But you can hear, sea and feel pretty much anything. There is a thread here somewhere about hallucinations people get. Once I heard a door creaking open in the middle of the room.

Once you read about it, it won't be that scary.