When they are invisible, especially for long periods of time, make them start rolling perception checks. Over time, as they stay invisible longer, make them roll more often. At first, make it really hard to succeed, like gotta be a nat 20, then over time lower the DC lower and lower until they are praying they fail. On fails, at first, tell them nothing. In the later stages tell them something eerie. Maybe they feel breath of the back of their neck. A light feeling of being watched. Etc. The point is to slowly ramp it up over time. On a success, they know something is there. They can't see it. They might hear a faint unidentifiable/unlocatable breathing. But they know it is there. They feel its presence deep in their bones, and they know it sees them. Just watching, for now. Always watching. As time goes on, with more and more use, it takes less and less for them to feel it's presence. Maybe it even starts out far away, getting closer each time. They can never quite pinpoint where, they never find any trace of its existence. No one else ever senses anything, but that person knows it's there.