Hi Sarah,
Thais are Buddhists but the culture is rooted in Brahmanism and animism. Many Thais believe in spirits, and if you visit Thailand you will see a spirit house outside most homes (Thais wai these to appease the spirit of the house as they walk past). Many Thais associate nightmares and sleep paralysis episodes with visits from spirits, in particular one they call Pee Am, a ghost that attempts to steal one’s good karma in order to pass over to paradise.
Don’t worry too much, just sit down and be sympathetic. If she believes there to be a spirit in the house this can be resolved through a simple appeasement ritual.
Let me know how you get on.