So what do I think can be said to be happening? 

 There are three explanations for any supernatural event

1. It's a memory of something, either of a living thing or an image of an event impressed somehiw in the physical environment, e.g. the Stone Tape theory

2 it's a product of a mental kind, either consciously or unconsciously, individually produced or by the involvement of several minds

Or 3 there are entities behind these events,

Is it conceivable that the third possibility even exists.?

Well, that depends upon whether, in the order of things, there's a likelihood that they come from somewhere other than from the sources 1 or 2.

As a devil's advocate, here, there are so many living beings which are understood to be members of the animal kingdom, despite human beings driving species to extinction, the world is replete with them, even (or because?) down to the microbial level

The same is true of the plant kingdom, where life of a more passive type (usually) flourishes, everywhere in millions of varieties,

How can we say that other entities don't exist as part of a different kingdom of life altogether, except that we don't normally see them, as our capacity to access their  operative  frequency is limited.

I think that, if this is true, then there's evidence of a sort that they are tied to us, as a species, because we have a huge corpus of literature recording these events. 

There's evidence that animals are aware of them, but of course they don't keep records of their sightings like we do.

The only question is how, or to what degree, do they exist independently of us, or why. Or are we merely returning to an example of type 2 above?

That they are the product of the mind, in error, misinterpretation, conspiratorial design, the Tulpa concept, (viz Alexandra David-Neel)or are we all capable of being ghost story dramatists?