With respect to UFO's etc., all I can say is that in my life and for sure, I have witnessed four unusual celestial/atmospheric phenomena (well, three and one-half, to be precise)
To this very day, I cannot fully explain what it was I saw on each occasion.
Also, just the once (when I was about 18 years old), I experienced "sleep paralysis" and I can tell you, I was absolutely terrified!
Awake yes, but devoid of any control.
I explained this to my grandmother the next day.
She concluded that maybe I had eaten too much cheese or whatever before retiring to bed.
A good point!
But, it does not fully explain what it was I experienced.
I am well-conversant with astronomy and anything of an atmospherical nature.
I have also been well-trained over the years in 'aircraft recognition'.
However, my experiences and my sightings still remain unexplained.