What to do when in sleep paralysis?

Hi Klemen, Welcome to the forum.

The train sound seems different to me, but you may hear any sound while you are in vibrations. I mostly hear people talking or people walking around me while I am in vibration state, also sometimes very loud buzz. It is good that you are having sleep paralysis easily, you just have to follow few exit techniques to experience astral projection.

Here are few astral projection exit techniques.

Thanks,
Praveen

Should I perform the exit technique involving breathing with the mouth open during sleep paralysis? And should I breathe in through the nose and out the mouth?

Sorry it took me long to reply, for some reason I was unable to post the answer from my cellphone, maybe it's a bug or something. I suppose you're talking about this :

The “Open Mouth” Exit Initiator

The first method is the ‘open mouth exit’ and it was discovered by a forum poster named tsunaH. In sleep paralysis 99% of the time even if everything below your neck is paralyzed you can still move your eyes and mouth. To do this method simply open your mouth and take a few slow deep breaths. Be sure not to breathe too hard or you’ll break the paralysis. By doing this you’ll feel yourself start to separate starting at your head. This method is a very reliable way to get the exit process kick started. It’s actually more of an ‘exit initiator’ than a full exit method because a lot of times it will get you half way out and then you need to switch to another exit method to complete the separation. However a lot of times once you start the separation using open mouth breathing, you’ll be able to separate completely and get up into your nonphysical bedroom without using any other tricks! The reason this method works is you’ve split your focus between physical awareness and nonphysical awareness. In sleep paralysis your body below the neck is still physically focused but your eyes and face have entered nonphysical focus. By creating movement in your eyes and face you draw the rest of your focus in to nonphysical awareness.

Taken from the site lucidology. I believe there's a post here taken from there as well. Astral projection exit methods I guess. Either way, I prefer breathing through the nose as usual. It gives me better results.