Well earlier in the kitchen the lights kept turning on and off and My dad brought up that he keeps hearing footsteps in the kitchen of a night (the lights went weird in kitchen) and I often get a very strong feeling as though I'm being watched. I know I do not suffer from mental health issues as I have seen a professional. Just saying!
My mum has seen a pcycic and apparently my sister and I have a guardian angel. My grandfather , that watches us or something. Also a few years ago I was in my room trying to sleep and a very highpitched, loud voice echoed throughout my room saying "Death!" . Should I be concerned?

Yes you should be. Also guardian angels aren't dead relatives because people don't turn into angels when they pass.