Auditory hallucinations are a bitch. I get them on occasion and in theory, I have nothing but depression/anxiety. If you have someone else present with you, and they react only to your reaction and not the sound, I would class it as a hallucination. I heard one of our kids drop the toilet lid once, at night when my husband and I were in bed vegging on our phones, and I jumped, but my husband didn't react AT. ALL. And no one came out of the bathroom. Hallucination.