Ianjack, sounds like you get sleep paralysis.
Sleep paralysis - Wikipedia, the free encyclopedia
I doubt its demon-demons, more like inner "demons" you haven't worked through keeping you awake. Since you don't get in when on Paxil, I think its a mental thing. The pills are knocking you out so your mind isn't focusing on whatever subconcious thing is keeping you up.
Lucid dreaming is nothing to do with this; in sleep paralysis its as you said: You're conscious of being in bed but unable to move. Lucid dreaming is the ability, in a dream, to manipulate the dream in a variety of ways. (I've read a lot on lucid dreaming, because it started developing strongly in me when I was about 19. Currently I can call back old dreams at will, stop dreams, pause, manipulate, fast forward and rewind so to speak.)
Explore Wiki, investigate the possible psycological causes, maybe see a doctor or if you feel its coming from something aside from yourself, perhaps a shaman.