stay still for like 15 minutes and its very important that you are RELAXED, do something that gives you positive vibes and make sure you get a bit tired from doing like a bit of exercise or a shower, then get in bed and stay still in a position that you are able to be in for like an hour, btw DO NOT SWALLOW YOUR SALIVA, I came across this problem when I first started, its basically a signal from the body saying "hey you still awake bruh?" after that you will make it to the next stage
Check out meditation thats a pretty good therapy if you cant control your emotions pretty well such as panic, its very possible you can have a positive experience with this dream or Out of body experience, it is also good for your health! Check out Asap Science on youtube about how meditation can help you scienificly
So far as I heared, you can just astral project and be something like a ghost flying anywhere you want in the real world but your idea will most likely fall into the lucid dreaming area instead. Check that out, it is very possible to do that while being Lucid.
Maybe add 20 minutes or and hour ofmeditation in your daily life and also relax even further when in paralysis you will probably hear a loud noise, after that you will get in the vibrational stage, thats as far as I go, currently Im trying to get in the hang of getting used to the process, I heared after the vibrational stage I need to wait and relax even further to when I can barely feel the Vibrations, that the go signal.
I faced the same experience about the train sound but I fear that loud sound which refrains me from trying it again, have you found out a way to get rid of that entity?