Have your children made any new friends? When my son made a new friend a few years ago at age 3 he started talking about vampires, demons and shadows coming alive.
We could not figure it out at all.
It turned out his new friend watches scooby doo and a lot of other shows we dont' allow our son to watch and he was using his imagination and telling our son stories.
It may be something supernatural. I had some odd things happen to me as a child that I still cannot explain now as an adult....I would look for the simplest explaination first.
WG