Auditory hallucination "attack"

I was tired this morning and decided to try and take a nap. I hit my bed around 10:30 am and got up just now, around 12:30 pm. I don't think I ever completely fell asleep for whole time frame i was sleeping. Sometimes I'd shift and be conscious of my self and feel like the bed is moving or that my body is elongating for a brief period until I drifted back into sleep. Sometimes I'd become consciously confused between whether what I just messaged someone in my dream was actually sent in real life too. And at last, before deciding to wake up, and what instigated me to wake up, I auditory hallucinated really bad, and it's the most terrifying thing ever. I feel I should also mention that I'm normally capable of lucid dreaming and I do it very regularly, but what I had now isn't really a dream. I think, though, that it's why I was able to wake myself from it on my own will.

Just now this is the most I've had it in one session of napping: quietly i would hear a cellphone ring or a door shutting or people picking up "hello?" or different phrases from various random conversations, like one between a male and his female friend, "yeah i'm gonna go on a date" "what're you gonna do" "i just don't want to", different female voices, male voices, and just normal hustle/bustle and commotion that one would typically probably hear in cities or whatever, and each thing i "heard" while "sleeping" would be isolated and separate from the next, there was no overlapping sounds.. I feel as though the things I hear are probably things my subconscious picked up during visits to cities, which makes sense, but I'm just curious as to why I'd even be having auditory hallucinations of them.
There was this one thing that set me off and it was just like... a creepy whisper going "hi there nathan". an aggresive voice "hey nathan" "what are you doing there nathan" and it just kept like getting deeper and deeper into my head, like, maybe the perpetrator in my mind was antagonizing this Nathan kid and at the same time antagonizing me by being in my brain? I felt my head hurt. I made myself wake up because it really whacked me out and I didn't want the acquired headache to get any worse.

I've had something like that happen before a couple months ago, where I'd heard a beeping noise in my sleep/"dream" that gradually got louder and louder until it stressed my head and i had to force myself to wake up because I LITERALLY didn't think I'd be able to take anymore or else my brain would actually explode. That's about the only other time it's happened so vividly.

I used to just hear phantom sounds when I was younger, ages 7-12, but it never really gave me headaches like that our disrupted my state, and the noises would be so slight and small and few that it would be like they never even happened.

Anyway, auditory hallucinations are terrifying for me.

I don't take any meds for anything, despite the fact I've been diagnosed with social anxiety, anxiety, and depression.
Also, last night I had some anxiety episode (I'm not one to show physical symptoms of anxiety but I do experience it all just as bad in my head), what with thinking about school and interacting with 'friends' on facebook and feeling like i've overeaten and stuff, so that may also play a part in the reason why I had the auditory attack today?

My question is, is this normal? And what's the explanation for why it happened?

(I can't ask a psychiatrist or therapist about this right now because my therapy ended when summer started and the psychiatrist I see very rarely is my dad's, and I haven't seen my dad in a while.)