Many, many years ago, when my kids were small, I had an experience that had me putting the axe beside my bed, too.
At about 2 in the morning, the phone rang, and the caller told me he was at the scene of a serious accident, and the injured person gave him my number to call, and that they were taking him to the hospital. The vehicle description seemed to match for either my husband, or my oldest son, but the caller was pretty vague with more details, just that I needed to get to the hospital.
I took my son along with me, but Robin was fast asleep in my bed, so I left her asleep, and Mike and I rushed to the hospital, only to find no one had been brought in from a car accident. The police told me that burglars often used this tactic to get people out of the house while they burglarized the place.
Greatly alarmed by then, we rushed back home, even faster than we had gone getting to the hospital !
The house looked fine, Robin was still fast asleep, but I wasn't about to go downstairs and investigate the cellar; so I just blocked it shut with a solid chair, and took the axe to bed with me.
It wasn't much, admittedly, but it was about the only thing I had at that point that might work if someone broke into the house.
It turned out that it was one of the druggies that my husband was involved with (they didn't much like me ! ), and this was their idea of a funny joke, but I didn't find that out for a few days until my husband came home again, and they told him when he was over there buying his drugs, what fun they had scaring me.
WhileI was relieved to learn that it was not a real threat, I was still pretty mad about it for a really long time !