For discussions of everything that might be classed as ‘paranormal‘ - i.e. not currently accepted by our modern scientific paradigm.
In my own experience these "entities" are either other dimensional or disincarnate souls. The freezing feeling is due to thier energy fields blending with yours. When you are sleeping your conscious mind is no longer in control of your actions, so unless you have guardian angels, magical wards etc, it is very easy for a strong entity to affect you. They may not be aware they are affecting you in a bad way. So when you woke up and thought you were under attack you automatically thought of defence and the guard pets summoned by your mind was enough to chase the entity away. I was posting on another thread about this effect in the forest. It is called "forest fright". It is basically the same phenomenon.