I'm assuming that you think the entities have always been there, before you came? Are you aware of anyone else complaining about the same things? In other words, can you find out who use to live there and ask them?
For myself, I would not talk to them or entertain them with my awareness. I would also not sleep with the light on because that will wreck your sleep cycle and then you will have more problems than whats bothering you now. You might try leaving the light on but using an eye mask to keep the light out.
As far as doing something about getting rid of what has taken authority in your house...I can't really say, because you are a different person than I am. As long as it thinks it belongs there and has the legal right to be there...it's going to stay. I can't really say, because I don't know how strong of a christian you really are, and while dealing with so much other things that you are trying to take care of right now, can be very hard on your families happiness and health. Moving does seem like a plan if you don't feel strong enough in the Lord to run the thing(s) off. I'm afraid that's a very personal call, that I don't think I can make.