What age are you? Do you have any mental diagnoses? Are you in a hospital or have you been in them throughout your life?

The imagery you detail typically reflects a feeling of being probed either mentally or medically, as if somebody is trying to get inside your head. There is a stance that you are set apart from the rest of the world (the "powers" that are otherwise unspecified). The manifesting air ships could be a portraying your view of having power over your own destiny/fate/world. But as these are war-use airships, you may be at odds with somethign in your life and it's taking over your perspective.

If you had paranoia of some sort it would certainly explain the demonic imagery and the connection to the catholic church in the second dream, as demonic/church themes are common for paranoia. Coincidentally, so is the brand on your stomach in the third dream - the pyramid/eye image is a well known Illuminati symbol representing the all seeing power of the secret society as well as the representation of power in knowledge. You can find a common variation of this image on the back of any 1$ bill.

I can't give any more specific answers until I know the answers to the questions I started with.