He went back to the wall when he was discharged from the hospital, but there was nothing there. He wasn't hallucinating, was he? What his father had said wasn't the truth. He saw what had happened and that thing that appeared needed something in his room or his house. Sky wasn't sure, and if he hadn't fainted that day, he could have watched that creature for a while and gotten a glimpse of what it had wanted.
He kept calm for a while and didn't bother to bring up the topic in front of his parents anymore because the creature hadn't shown up since then. He had accepted and agreed with his father that he was indeed hallucinating or had imagined things. His father had taken his comic books from him and made him play sports in school, which he agreed to.
Astrid would definitely know something and would be the one to answer all his unanswered questions. He would make sure of it.