Interdimensional aspect could be Earth from an alternate timeline, such as where the Cretaceous–Paleogene (K–Pg) extinction event did not occur, and reptilians not mammals evolved into an upright "humanoid" species that developed civilization millions of years ago. These interdimensional reptilian humanoids (from an Earth literally "overlaid" on our world) could be in a war with our timeline/dimension for some interdimensionally-scarce resource, and perhaps they are what religions call "demons" and perhaps their version of Earth is, to us as co-combatants in this interdimensional war, what is known, because of our ignorance and for want of better understanding, as "hell".

Perhaps, sometimes when someone sees an "alien" or a "UFO" or a "ghost" they are just lucking into a naturally occurring transient random portal between dimensions, and when those things suddenly "vanish" it just means that portal closed/the conditions that gave rise to it subsided.

"They" could also be refugee species, advanced civilizations that came to Earth millions to hundreds of millions of years ago (perhaps multiple races/waves over many millions of years) and temporarily resided here after some cataclysm or disaster beset their civilization, before moving on. Some stragglers may maintain outposts on Earth for whatever reason.

They could also be multiple different groups, or what is made to look like multiple different groups, by a single giant sentience, in order to confuse us, as it draws it plans against us, aiming to turns us all into puppet bodies for its individuated vectored-in experience, in a perversion-by-demiurge of the pattern of the "one infinite creator" having an individual human experience through all of us. It's conceivable that a sentence with enough power would want to emulate that, and be capable of slowly genetically engineering us toward tuning into its frequency, rather than that of our spiritual soul's, essentially making its domain a giant SimCity and all of us its grotesque avatars, running on automatic when not inhabited by its consciousness.

Or perhaps our entire universe, is actually a 30 light-year wide sphere, with the remaining galaxies beyond that projected from the "real world" onto its surface, created, specifically by a universal cosmic civilization that spans the entire future (to us) universe, in real time (200 billion years advanced from where we think we are), in order to re-create a significant period from history. What if we are the conscious inhabitants of a historical re-creation, a diorama, if you will. A kind of grotesque and cruel, Westworld type of universe, which, tho not a simulation, is artificial, and preserved only as a sort of tourist attraction, and for historical study and other purposes as befit a universal cosmic civilization that developed from, among many other such worlds, us, from 200 billion years in the past. And what if some of the UFOs and non humans we encounter are simply the "parks and recreation" staff, and maintenance workers in this vast historical recreation.