Feel like I'm failing as a parent

Ok, so I have an amazing son from a previous relationship. He's 5, soon to be 6 years old. About 5/6 months ago, his father had stopped all communication with him. Since then my husband & I have been having a hard time with him.

It started out he would put words in our mouth saying we don't like him, we want to kill him, or we hit him. Then it moved to him wanting to be alone upstairs in his room. When we try to talk to him about it he just says don't worry about it.

So, we figured maybe we need to do something special for him. We planned a family trip revolving all around him. Well, apparently that wasn't good enough. We do many things for him and it's never good enough.

Recently he woke up in the middle of the night, sat up, eyes still closed and said (we were camping out in the living room)

SON - "Mom I want to go somewhere"

ME - "Where do you want to go bud"

SON - "Somewhere dark"

ME - "Why would you say that"

SON - "To be alone"

Then the other day when we was sitting at dinner, talking about your days he said that these people/orbs tell him what to say and tell him to do bad plans and he is trying to ignore them.

This really worries me. What should I do? His bi father has bi polar and multiple personalities disorder.