RE: "I lay down in bed, suddenly my body froze, and I saw a dark entity in the room" – Sleep Paralysis explained

In fact, sleep is a very special needs in need by all human beings are no exception.
Many things are in the process of the body when we sleep. One of them is to make the body more relaxed, veins nerves that tense can return to normal when waking from sleep.
In some cases one of them as you @nomad-magus. It is not reasonable when we sleep. And perhaps it's not just happened to @nomad-magus himself.
I personally also never experienced like that, although not exactly the same as what you have experienced. I've experienced while sleeping is my body felt very heavy, can't move, tongue feels tied. No sound coming out, but I've been screamed at my hardest.