I can relate to this topic. Growing up a JW, I too was terrified of demons. I found it difficult to fall asleep at night (but I also had an overactive imagination, and the slightest scary scene in a movie could ruin my sleep for days). Also, there was a story of a demon attack on a family member which had me convinced that they were real (even though in hindsight there was very little substance to the story).
You know, now that I brought this up, I never did bother to ask her if she was still hearing any voices nowadays. She sometimes said dreams would come back up that I suppose she was implying were somehow connected. Interesting thought. But to my knowledge, my mom is perfectly sane, just had an abusive dad with probably undiagnosed PTSD and a drinking problem, but otherwise, fine.
I think that it's possible for people to hear voices and still be "sane". Sanity is a slippery thing to define :-) Or else she simply had very potent dreams from time to time. Certainly I've had a couple very memorable dream experiences that seemed to come from a strange place. If I were more mystically inclined, I would probably read some deep meaning into them or believe they were a communication from somewhere other than my own subconscious.
Anyway, you posed some questions and asked for our responses. And I have potential answers to those questions. But you won't like them! Keep in mind that I am not a JW apologist, but I am a habitual devil's advocate (which is kind of like a demon, I suppose!). Please don't take offense at this, but some of your reasoning seemed kind of shallow or elementary to me. In the interest of encouraging you to take this to a deeper level, I am going to answer you as I would have when I was a believing Witness. I hope you'll forgive me for my arrogance in doing this.
I mean, how is it that people can hear demons, the worst things in the universe, talking to them, and yet God still won't have a conversation with us? Worse yet, rather than throwing Satan like, halfway across the universe, he manages to aim specifically for the planet Earth and throw millions and millions of demons right down here, with mankind. Was it not enough that we grow old, get sick, and die? What's the deal with that?
Demons, as their name's origin indicates, have the goal of misleading or frightening people away from God, therefore they have little reason not to communicate with humans, especially in contradictory ways to increase their confusion. God, on the other hand, is in a position where communicating directly with us from heaven would remove any need for faith as an element of our worship. Obviously demons also shouldn't be interacting with us if their laying low could cause us to become doubtful of their existence, but if they do see someone who is already convinced of the reality of the spirit world, they have nothing to lose in harrassing or attempting to confuse them.
And who says anyone "threw" Satan in any specific direction? Yes, the Bible says he is confined to the Earth, but this can easily be explained as the consequence of an action in the passive sense, rather than a deliberate action. We know that Satan was once able to roam the Earth and to enter heaven at will. Then he was barred from heaven in a war with Jesus. Where else is he going to spend his time now? There's nowhere else for him to go in order to interfere with God's purpose. Then you bring up the question of why we grow old, get sick, and die, and suggest that should be enough of a test. Surely you remember the account of Job? We have to be tested by Satan himself in order to prove our devotion to God; how else can we nullify the message of rebellion that Adam and Eve gave to God when they listened to Satan?
Also, now think: there are millions of invisible spirit creatures walking/floating among us right now. Add further that if the JWs were the true religion, and the WTS' words are true, God offers no protection to individual JWs, only to the group as a whole. So...why is it that pioneers don't just get run over by cars [...]? So...why use the Internet, movies, bad association, stuff that often takes YEARS to actually have a chance at working? Knowing they probably don't have that much time left and all, why wouldn't they just start slaughtering individuals who were their enemies?
Now here you're just not being logical. Demons are in a battle for our heart, not our soul. Turning us away from God -- our spiritual death -- is the only true victory for them. The only person it would make sense to attack would be a long-time Witness with unshakeable devotion (like my aforementioned family member). Why outright kill a Witness who will just be resurrected later, if there's still a chance to turn them from the truth and kill them forever?
Also, you incorrectly stated that God does not protect his servants individually. We simply don't know how much protection is given them, esp. the elderly ones who the demons would most likely want to attack. One could surmise that God's goal is to lessen demonic interference to a point where we're on a level playing field. He can't 'put a hedge around us' to protect us from all badness, but, as with Job, he can at least mitigate the test conditions to a degree where we have a chance of making it through with our faith intact ("he will not let you be tempted beyond what you can bear").
Again, so if we have to worry about avoiding horror movies, ouija boards, palm readers, tarot cards, video games with magic in them, etc., for fear that demons will take over our homes or our minds, how is it that reading the Bible and doing all this Christian stuff doesn't result in us hearing a voice from God?
Remember that Jesus warned against opening our minds to demonic influence with the parable of the man whose mind was swept clean. Being under demonic influence need not mean that we hear voices -- it can manifest itself in ungodly behavior. Whereas living a Christian lifestyle puts our minds above the reach of the demons and allows us to hear God's will and to receive his holy spirit as an aid. That is as close to the voice of God as we imperfect humans in the last days can expect to hear.
You might be wondering why 1st century Christians got to hear from God and Jesus personally, and we don't. Well, aren't we living in a materialistic, science-minded world? The fact that you're questioning the existence of these things at all is a direct result of your living in a time where scientists claim they can explain away everything supernatural. Whereas ancient man readily accepted the existence of gods and demons, and would not be shocked to hear from them, today such communication could be considered as God helping us cheat our way through the test. Satan's last broad tactic in this system is to convince people that he doesn't exist, so if God were to personally speak to you to assure you that he and Satan were real, it would eliminate a major element of the test.
Maybe it meant something to my subconscious, but...why would a being that powerful have any trouble taking over a fragile human mind, right? It'd be easy, no magic words or names would just repel them; it's not like they just can't pronounce the name of God or something (oh wait, maybe they know the correct pronunciation!).
We don't know what sort of protection humans have been given to resist demon possession, and whether it is innate or comes through the holy spirit, but again, God is not going to let the deck be stacked against us unfairly. Clearly some of our mental resistance depends on our conscious choices, or else Jesus would not have warned us against intentionally making our minds receptive to their influence.
Well, I've certainly started to think maybe they're not real, after all, but...I've no interest in testing that theory in more detail. It does seem like kind of a final frontier of sorts, but...the worst I'll do is read books that might have a wizard in them or something, or play a video game with magic in it.
So, in other words, you won't test out whether they really exist... you'll just feign disinterest and assume they don't? It sounds like they have you right where they want you. After all, if they do show themselves to you, who's to say you might not go running right back to the Witnesses, scared straight? It would be a gamble on their part to respond to you at all. Best to let bygones be bygones, for both sides' sakes.
...Aaaaand, I'm done. Phew, that took a lot out of me. This post brought to you by my obsessive tendency to play devil's advocate and my desire to procrastinate doing my chores. But as you can see, there are some easy counterpoints to many of your questions. Perhaps I'm being unnecessarily contentious, but it seemed like there might be some good in playing the Brother Olson (see "Falling in Truth") to your doubting Thomas.