Felicia - I have several times heard a voice talking to me while there is no one there. Sometimes I have seen things like a fox coming into my room through a hole in the wall and there is no fox there and no hole, and many other strange things. But the knocking on the wall and black shadows are all products of the dream process. Dreams all the time create images, people, colours, and in fact anything to tell you things about your/her inner world and life. All these things appear as if outside you, but are your own dream process at work.
So tell your daughter that it is natural to see and hear things will asleep or half asleep, and it is not good to be scared of such things. Please read
http://dreamhawk.com/approaches-to-being/questions-2/#SummingAlso say that she is unconsciously creating scary things, and why doesn't she admit what she is feeling and not saying? Because such things as the knocking and dark shadows are caused by having strong feelings and not admitting or allowing them.
What follows is a guess, but your daughter has been moving toward sexual experience. Of course her original feelings of what a man is were about her father, and she is trying to transform into a full woman who can meet her chosen mate. But such changes of growth can often be held back. Growth is such a tremendous force - remember the growth from a tiny seed to a baby born, and then into her seventeenth year, and if it is held back it creates all sorts of distortions in our inner world. Also such growth/change never ends. So tell her to have courage and open to the wonderful power of growth within her. Of course such growth/change faces her with the new, so she should be ready to transform into a new and splendid young woman.
Tony