This is awful and indeed a terrible oppression. Very debilitating. My profound sympathies with anyone who suffers such terrible things.
If this started in my life, this would be my order of action:
1) Thorough examination of conscience to discover what self-destructive or other-destructive behaviours (aka sins) I'm engaging in. Any obsessive-compulsive disorders (these often relate to illicit sex), immoral habits, disordered affective states or habits? I know I cannot be cured if I'm poisoning my soul, and unresolved guilt is highly destructive, working largely through the unconscious. The only way out is metanoia, confession, absolution and penance. Take specific steps to get my spiritual life on right track.
2) General medical: full medical checkup. Healthy diet, sleep, patterns, exercise? Work to correct these through appropriate medical and lifestyle regime. The immediate medical issues might narrow to more specific psychoneurological problems diagnosable and treatable by a ...
3) Psychiatrist. Is there a psychiatric / neurological / physical etiosis? Perhaps this can be treated by appropriate psychotropic medicines such as dopamine reuptake inhibitors or other modern drugs. Often this treatment should be combined with ...
3) Psychological therapy. Are there anxieties, psychoses or pathologies that need addressing? Is there a history of developmental issues? Are there any presenting psychological dysfunctions (indicating unresolved ego conflicts, malformed object relations, or recent traumatic stress? {the word 'trauma' = German for (bad) dream}. Often this therapy can or should be combined with the above three. Only the experts can tell.
4) Finally, I would examine the possibility of demonic oppression. Materialists and atheists would of course dismiss this out of hand as voodoo nonsense. However, there is just too much evidence to ignore. One reasonably accessible author is M Scott Peck, author of The Road Less Travelled. A total atheist psychologist, his own clinical experience led him to change his mind, and in the latter part of his life he wrote considerably on this topic. This should only be considered when all the medical and psychological issues above have been exhausted, as no priest (and I would only ever go to Catholic priest, the only people trained in this area) would ever entertain this unless every other possible cause has been eliminated.