Souls do not "sleep" until the Last Judgment. They experience a partial judgment in the sense that they experience a foretaste of heaven, which is being in the presence of God, or what is often called "hell" which is being separated from God. They are not asleep but are in a state of awareness. Several "proofs" of this are the parable of the Rich Man and Lazarus, in which both were departed but fully aware of their own situations as well as the situation of the other. Lazarus was in the presence of God--Abraham's bosom--while the Rich Man was tormented because he was separated from God and didn't want his family members to suffer the same fate. A second "proof" is shown in the Icon of Holy Saturday known as the Descent into Hades or in the Western tradition the Descent into Limbo. It shows what we believe, that is while Christ's body lay lifeless in the tomb, His soul was nevertheless aware and active conquering Death and raising up Adam and Eve and those waiting in Hades for the coming of the Messiah.
We must also remember that when we are departed, we are no longer in "earthly" time but "Heavenly" or "God's" time. As a result, a thousand years are like one second in our earthly time. So those who have departed have not been waiting or will not be waiting for hundreds of thousands of years in "earthly" time for Christ to come again. It will be like a matter of seconds.
There is nothing "demonic" or "delusional" about the departed "visiting" the living. We have numerous accounts of Saints doing just that. I have witnessed accounts of many cases of this where departed loved ones "appeared" to living relatives, sometimes to comfort them and at other times to let them know that their earthly life was about to end and their eternal life was about to begin and they would soon be reunited. Many have been comforted and others comforted and prepared for death by those "visions". This is not far fetched because, as I said earlier, their souls remain alive and active and we do believe that we will be reunited with our departed loved ones when this earthly life ends and we will join them to await Christ's second coming.
I hope that this makes sense and helps to answer the questions you listed.