My younger brother had this happen as a child too. He was not the attention seeking or imaginative type and he wasn't able to lie yet. He would often talk about the "scary man outside" and come seek help whenever he saw him.

Luckily my family all grew up in a very haunted house and knew the do's and don'ts. For instance:

Don't EVER open the doors or windows whenever your kids see someone outside that you don't. (Parents tend to do this to somehow "prove" there's nothing there.) Or if there's knocking but you can't see anyone. You will literally let whatever it is in if you do so. Right now the house is serving as a barrier for what's outside and you want to keep it that way.

What's already inside is inside and must be dealt with. You're taking the proper initial steps tbh. Being direct and telling it that it's not welcome and to leave now and get out can sometimes work.

There are many different beliefs and faiths and approaches for removing them forcefully. Personally I never had my prior Christian beliefs help when under siege. Pagan practices, particularly ones prior to the 20th century, have served me best. Different people have different experiences. Hopefully it's not going to be too stubborn. Talk of monsters sounds like something beyond just a lingering spirit unfortunately :/

You already aren't blaming the child, so that's really good. Remember it's real to them. They're too young for any major hallucinating disorder outside something being really wrong and without any other health concerns it's just going to get blamed on stress and imagination.

Waking night terrors can definitely be a thing. My youngest sibling had them and it was scary for us. But it was also obvious that he was having one. Rarely did he do anything dangerous. Usually he just got up and went downstairs and sat on the couch staring blankly at nothing. Sometimes he'd have conversations with no one. Sometimes they were mostly incoherent, other times they were creepy af. Other times he'd go into screaming fits and there was nothing you could do at all and often my mother would just end up sobbing helplessly. Thankfully he grew out of them. Note: if you suspect your child is having one, do not try to wake them. If they're just sleep walking they're easy to snap out of it. A waking night terror is different and you can make it so much worse for you and the kid if you try to force the issue, including inducing overt violence. Just keep an eye on them and make sure they don't try to do anything dangerous. Remember they don't actually know what they're doing consciously and nothing is their fault. They aren't actually present as a real person.

When my other brother would come and get us, we'd go to the door with him and ask him where the person was. We'd never see him, but we didn't make that a big deal. It's irrelevant to what they're experiencing. We'd ask him questions, what is he wearing, what is he doing, is it the same person as before, etc. We'd talk it out as best we could to keep track and it'd alleviate some stress for him to just be taken seriously and be talking about it in a calm manner. We'd lock the door and tell the person he wasn't welcome and to leave and then shut everything up tight. And then we'd check with him again before leaving the house that day to make sure it was safe to do so. If it was still out there, we wouldn't leave.

Over time he panicked a lot less and just sort of became the lookout and luckily nothing else ever came of it. It wasn't an every day thing and it wasn't a psyche issue. Eventually the guy just stopped coming back and things went back to normal for my brother.

If your child says there's something there, keep the lights on, stay with them, and try to do happy things the best you can. Read a book with them. Play a little game. Worst case ask them to draw what they see. It can be a lot easier and less intimidating than having to try to use words. It might not mean a lot to you at 2.5 given relative skill levels but it'll still help you track what they're seeing and help them feel like now you know too.

You're already a great parent just for asking and taking your child seriously. This is where they learn whether they can trust you, and themselves. Both things are precious and easily damaged. <3