Hi Alize,
Sounds like you've had quite a few experiences! How long were you away at college before coming home? I don't know that anything necessarily followed you home (although it is possible), but rather, you are becoming more aware/sensitive and are able to see manifestations such as the vapor mist, brown cloud & moving shadow. Maybe it is your family friend who passed - it's hard to say. Sometimes I believe various spirits just 'pass through'.
You say your dreams are being affected. In what way? Creeping them out how? Bad dreams? Just odd? You don't have to go into great detail, I'd just like to know a little more about the nature of these dreams.
I think videoing or a web cam would be a great idea. Of course, the web cam won't record (don't think!), so you'd not be able to review it unless you're actively watching while it's running. However, setting up a video camera in an area where you've seen past activity would allow you to go on about your business as normal and review the tape later. It will also provide much better video quality.
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Let us know how it goes!
Kell