Car alarms I can deal with - with your pillow wrapped round your head, they can even lull you to sleep. Drunken passers-by in the street, no problem.
But May-flies / May-bugs. No way. Drifting off to sleep last night, I hear a shuffling under the bed. It sounds like a rat, desperately trying to escape from the assorted junk "stored" under there. The rustling continues. Stops for a moment. Then the rat sounds to be trapped in the light-fitting on the ceiling. I shot out of bed, turned on the light, and the rat turned out to be a massive bug, flittering around the light, dislodging dust in its random panic. A flying invader that has breached the hermetic seal of my sleep. Maybe a May-fly, maybe not. It's not even May - it's chosen the wrong month to carry out it's life-cycle (a life-cycle which I have fore-shortened.) Maybe it's a time-travelling May-fly, with big ideas for its 24 hours of activity, with hopes of exploring the unknown of the world after May. Hopes, and carapace, now crushed.