I used to have those kind of thoughts too. It went away when I moved to an environment where I felt safer. Maybe that could help, making sure you feel safe. I still can't sleep well if I don't feel safe enough.
But before I could move to that safer environment, what helped was tell myself "IF something is watching, they have been watching for a while now. They haven't done anything to me so far, and they probably won't. Many people feel that they're being watched, but they never get hurt.. I'm safe."
Not sure if that's helpful.. But maybe.

Also, for the music, can't you play the music straight from your phone/laptop/something? Then the cords won't wake you up. Or maybe make the cord go up, place your phone "above" your head so the cord won't be resting on your neck when you fall asleep.