I think Azazel is appearing in my dreams?

Hello! A while ago I made a post here telling you guys about a dream/nightmare I had right after asking who was protecting me and was I talking to.

In this nightmare there was an evil (? not sure if it was evil but it scared me) presence in my grandma's house. I searched and found a book, when I opened a hundred of voices whispered "Azazel". I was definitely shocked when I woke up.

I tried searching more about Azazel at the time but due to college/work I put this aside and then completely forgot about.

The thing is, I started having terrible nightmares and somehow things seemed off, that's when I realized *inside the dream* that I was dreaming. When that happens, immediately I see two bright yellow/golden eyes and the shadow of a human figure. I immediately start praying and calling for Archangel Michael, things get abstract as if a fight is happening and then I wake up.

(Explaining this last part: I don't know much about Demonology although I respect it. I am indeed interested in knowing more about demons, and in this dreams (at the start at least) I always got really scared — terrified even — and Archangel Michael has never failed in protecting me.)

The thing is, I have a mouth on me and when this entity shows up I started saying things like "You again? Gosh, do you don't get tired?". In the last nightmare I had I actually tried to play fight with him, he had a devilish smile when asked "Are you going to call Michael again?". I answered "Depends on what you do." The dream ended shortly after and I didn't have a nightmare since.

When I woke up from this, I searched "demon with yellow eyes" and showed up a demon from the Supernatural series who is also called Azazel. I did watch Supernatural years ago, but didn't remember the character's name was Azazel.

I tried googling about Azazel but found almost nothing.

I don't know what he wants from me, if he's playing, if I should try talking to him. I do not want to disrespect him.