Whatever you decide to do you'll want to try to get a recording. If you want to get law enforcement involved you'll need a recording. If you want to get whatever your local neighbour dispute resolution process is involved you'll need recordings.

FWIW, most people have a poor understanding of auditory hallucinations. Ask someone to stand behind your back and talk to you. That's what hallucinations often sound like: a completely normal, real, voice that you hear like any other voice.