It sounds like you’ve already been putting in the effort to develop a personal relationship with God. In fact, if you think about your dream:
It showed you making a U-turn (returning) after being told to do so (that's right - your returning was in the dream!). As for "I'm watching you" this seems to be a friendly reminder that God does, indeed, see everything we do - very reassuring, if you think about it: we never fall through his fingers and out of sight! I would NOT read connotations of death into this, whatsoever.
I believe it. So why are there now feelings of guilt and thoughts of death/doom connected to it...? I think if you look over you post talking about the supernatural incident/s you experienced as a security officer, the answer becomes clear - in fact, you said it yourself:
It is common for someone being harassed by demons to have feelings of guilt, feel unworthy no matter what they do or even to question their salvation - even when they know better. When someone nasty criticizes us to our face, it carries an emotional impact and can make us doubt ourselves - even when we know they are wrong. Just image the guilt and pain a nagging adversary can cause - especially an invisible one, since it would be a subconscious attack (or even interpreted as our own thoughts!). But before you start feeling guilty about being harassed by demons: it does NOT mean that you have done something wrong or "something to deserve it". Many times, people are attacked because they are doing something GOOD, are moving in the right direction and getting closer to Christ or doing something they (the evil spirits) just don't want that person to do (again, usually something good). It is believed Paul's "thorn in the flesh" was demonic harassment and righteous Job's story is covered in the Book of Job. Even in cases of full blown possession, it is often not because the person "did something to deserve it" (severe abuse can lead to such a situation). That being said, I don't want you to worry too much about possession, either - remember, God is in complete control and they can only do what he permits (and he has a reason for everything).
The best comparison I've heard is that of demons to bacteria: they are invisible and everywhere and you're going to come in contact with them eventually - but we shouldn't (and indeed, don't) have to live in fear of them. I believe that was from Neil T. Anderson's "The Bondage
Breaker - Overcoming -Negative Thoughts -Irrational Feelings -Habitual Sins" .
I highly recommend you read it. It is a thoroughly Christian book, conservative in it's views, recommended by professors from theological schools (including Talbot's and Fuller) and pastors (one being a Baptist). It is the best, most helpful and practical book I have found so far.
I'm not certain if it is at your local library, but you will probably want a copy for yourself and they can be found on Amazon
https://www.amazon.com/Bondage-Breaker®-Overcoming-Negative-Irrational/dp/0736975918/ref=sr_1_2?keywords=the+bondage+breaker&qid=1562711304&s=gateway&sr=8-2
I can't stress it enough - please give this book a browse - especially with the experiences you have had, this should help a lot.
The prayer Jesus taught is also an effective means of defense - the "Our Father", when said thoughtfully and not in route (that is, as a mere recital), clears out spiritual garbage leading up to an empowered "and deliver us from evil". You can also rebuke evil (as Jesus, apostles and the Archangel Michael did) by telling him to go/leave you alone in the name of Jesus Christ which is EXACTLY what I would do if you are harassed with apparitions again. I can tell you from the experience of multiple people, including myself, that this works - though you may have to say it more than once to get across that you mean it (the power, of course, comes from God). Once they realize they can't scare/influence you they will most likely stop with the theatrics. Remember again, that they can ONLY do what God permits, so most of it is show (especially when you are a security guard, alone in a dark, empty building). I have had more than one possessed person complain that they couldn't touch me - that's the power of God, and you're on his team! You've probably heard of the Biblical "Armor of God" before - it's strong stuff!
There are Catholics who are very close to Christ, however, since I don't know your family and their relationships with God (only God truly knows that) I will say: we must remember that, in the end, it is God who truly turns our hearts toward him - we can only plant that seed of truth and pray it takes.
Remember, God loves you and he knows what is in your heart - the love you have for him, and all your efforts to be close to him.