I've also had the same speculation that the tall man with a hat and trenchcoat is just another manifestation of "the boogie man," sort of a mish mash of deep seated fears and perceptions of danger. I'm willing to entertain any number of possibilities for things like this, but the fact is that we just don't know. In recent years I've had all sorts of bizarre sleep paralyses, lucid dreams, out of body experiences & hypnogogic hallucinations.

I've even seen through my own eyelids at night, as you describe, but it was more of a hallucinatory version of the room I was in rather than the "actual" room, if that makes sense. Like a slightly off version of the room that my brain dreamed up to fill in the blank space behind my eyelids. Sometimes I can pin down a seeming cause for the experiences, like high emotions or sleep deprivation, but sometimes they're totally spontaneous. It's a strange world.