Maybe nothing paranormal at all. The viuals could be simply a visual perception as your eyes adjust to darkness.
The gunshot sound by your admission occurs as your falling asleep. This is a transition time and often sleep paralysis can take place which can manifest itself in multiple ways.
I'm going to 2nd this reply. I have dealt with these kinds of visual issues my entire life, and have learned to get used to them. The shadows "inspire" my brain to enhance certain shape suggestions, and diminish what contradicts them. the ceiling fan over our bed ends up being all kinds of absolutely "real" things once the lights turn off and my eyes get used to the dark. That doesn't mean that I have entities in the house. It just means that my brain seems to need to manufacture somethiing interesting out of what my eyes see when the shadows begin to stretch across the room.
You need to always remember that your eyes pick up information, but that it's your brain that actually "sees". Same with sounds. Many times I've been jolted awake by loud noises, just as I was drifting off. A good measure of whether a sound has actually happened or not, is if other people heard it as well. If not, then don't give the BAD_WORD thing any more reality than that of a "brain fart" and let it go at that.
I once had a pair of "ghost sneakers" frantically cutting back and forth in front of me (completely invisible, but that loud skitching sound) for a full 90 seconds, and if it wasn't for my doberman wimpering in the hallway corner, in fear of it herself, I wouldn't have even bothered giving it any credence whatsoever. You need that 2nd opinion if there is another person, or even a dog that reacts, in the room. Too much is called paranormal, especially nowdays.
I didn't have anyone else see the shadows flies that I saw, but my boyfriend did see the physical attacks. He saw me double over in pain from what felt like a blow to the stomach and then saw the bruises shaped like a fist on my stomach. He also saw the hand print marks that were on the area around my collar bone that showed up after another such incident. One of my friends saw the shadow image of man in my room the same night I posted saying that my boyfriend had seen the shadow image. I know that what I first posted when I started this thread does not seem to be enough to merit being paranormal but I felt a presence within my home at that time as well that made me sure that it was paranormal.