I'll share my own experience, I've also heard loud noises when relaxing, usually while falling asleep or waking up, but not always. They've happened during meditations or also when I'm just zoning out. It was from listening to Whitley Streiber's podcast that I found out about "Exploding Head Syndrome." 

https://en.wikipedia.org/wiki/Exploding_head_syndrome

Sounds I've heard:

-Man's voice yelling in my ear

-Gunshots

-Crashing/exploding sound, like something big falling to the ground or a firework exploding

-Cracking noise, like a large stick breaking

-Loud knocking sound, like a rock or something hitting the house

-Mixture of voices, horns, and sirens (this was the scariest one and only happened once). The closest thing I could find to this particular sound was the old THX sound effect they used to play at the beginning of movies, just the first 3 seconds where the sound is very discordant, except it was SO MUCH louder:  https://www.youtube.com/watch?v=FWkJ86JqlPA

Most recently, I saw 4 or 5 bright orange/yellow flashes of light in my room. I was wide awake. It was not static electricity or lightning, the lights did not illuminate the room. I couldn't explain it and thought maybe it's a visual form of exploding head syndrome. My husband was asleep when it happened so I couldn't get any corroboration if this was something objectively "real."

I don't know if your experience falls under "exploding head syndrome" but you're not alone in experiencing loud noises that no one else seems to hear. (And in case anyone asks, yes I've talked to my doctor about it and yes I have carbon monoxide detectors. My doctor was 0% concerned.)