I might have had this a few times (probably not though, maybe just something similar). The first two times (years and years apart), I awoke but heard some horrible, real-sounding laughter right by my head. I don't remember being paralyzed though.
The third time happened a few months ago. It was a little disturbing. I woke up and had a gut-clenching feeling of dread. Then I heard a van pass my window. It came to a stop near my neighbor's mailbox. I heard a sliding side-door open and an indistinct voice speaking. Then my neighbor shouted "Oh my God," in a truly horrible, haunting tone of voice. A gun shot popped, the side-door slammed and the van tires screeched as it rocketed away.
I bolted up out of my bed and went to the window. I saw her body just lying there, next to the mailbox, partially hidden behind a tree trunk. I pulled away from the window. I paced briefly, unable to grasp if what I had seen could have been real. I returned and looked again. The body was still there. My breath caught in my chest, but I held my gaze. After about 5-10 seconds, my brain realized that the "body" was part of the tree that it was "behind." I was sweating, and shaken, but at least it hadn't been real--I even put on clothes and went outside to check. Obviously, everything was normal and fine.
I don't think any of these incidents were sleep paralysis, because I was able to move (unless I imagined that, like the OP). But I can sympathize a little bit at least. I believe I had that hallucination because I'd been thinking about a story (that I probably read on this forum) about a gang initiation, where gang members try to get you to pull over on the highway, then gun you down. So my imagination brought that horrible idea into my own neighborhood. It wasn't a bombastic, dramatic killing I hallucinated either; it's probably the most disturbing, realistic killing I've ever "witnessed." My mind's a jerk.
That got really long, sorry

I hope you all here learn to cope with it, or it stops all together.