I'm on day 10, i've awakened in the middle of the night with this message popping up in the bottom right corner about 3 times now. 

I know it's supposed to be an event or an entity walking around nearby, but it's nowhere to be seen! And maybe the worst part - i can't go to sleep either until 6-7 in the morning!

Every single time this happened, i've taken a trip around the whole base (inside and outside, checking all the rooms) with my crowbar in hand, and found absolutely nothing out of the ordinary.  Only thing of note was a splash in the river one time, but i couldn't find the source of what made it.

Am i doing something wrong? Is there a place or room i'm not checking / should be checking first? Is my game bugged? Is my crowbar scaring the monsters away?

In my experience you are lucky to have not seen what it was since you were trying to find it, and I do not believe there is a way to skip it, only survive/hide from it. Also in the future, just keep working and checking emails, I find it is far easier to screw up events *trying* to force it/skip them, most are triggered/progressed in your workspace in some way.

Try opening the lockers, one of the events is related to this I believe in story mode. At least that’s how I stopped having that event pop up most of the time.

This fur fur and AB very close to the base in the direction of Juliet and then leave around 2 a.m. I ran after them, but they were running away.