I don't know if this is relevant at all, but I have heard people report banhci screams coming from the woods, and they expected it to be a bigfoot, don't know if you have been spending some time in the woods. Just my thought and that is , I think Ozentity, gave you good advice of not trying to show this entity any attention, I think they love it when you get afraid. They are like bullies, the easier you are to intimidate the more they like to bother you.
I once had an entity playing around with my shower door while I was at my computer about 7 feet away, so after about 30 minutes it was just getting louder and louder, and irritating me too much so I cast it out in the name of Jesus , and then I went to bed the it got into my bed on the side of me, and sunk my king size bed down about six inches, where my wife usually sleeps, but she does not sink the bed down, it sunk the bed so much that my whole body started leaning towards it, then I really got pissed off, and to show it I was not afraid of it I rolled over on top of it, and acted like it was not there, and it never showed up again. I don't know if I did the right thing or not, but I have been around ghost a lot in different homes I lived in and I do not let them scare me at all. This home was built on top of a cemetery, I did not know it when I bought it, but we don't live there anymore.
What was the most upsetting to me was they would bother my kids, and scare them, and one of my daughters which is very sensitive, would see them.
One thing I can say is that if these things are showing you that they exist then they are proving to you that God does also, and you should turn your life over to God.