Advice??

We need some advice. Frances has been the easiest child ever to go to bed up until now. When she was 2 she was getting up from her big girl bed and not going to our room, but roaming everywhere else. We were afraid we wouldn't hear her one night, and she would get hurt. Our dr. said to lock her door. I was skeptical, and felt bad about doing that, but the first night we did that, she went to the door to go roaming, saw it was locked and went back to bed. No crying, no yelling, just accepted that she had to stay in her room. She would yell to us from her bed when she woke up that she was ready to get up (even though her door was only locked for a couple of weeks). I knew that this would have to end one day, and that day has come. She has decided that she is scared of everything and that every thing scary is in her room. We check in her closet, every drawer, under the bed, etc to make sure nothing is in her room. She has a night light, we lay down with her, pray with her. Tonight I told her to remember that God and Jesus are right beside her, and she promptly told me that God and Jesus were the same person, and so only one person was with her-that one caught me a little off-guard, but I did my best to explain that. I even let her leave her light on by her bed to read books until she fell asleep. Brent and I have been laying down with her, but it can take hrs to get her to sleep when we're in there-she wants to talk, keeps opening her eyes to make sure were there, etc. ( She has been getting in bed with us about half-way through the night for a couple months which is fine, but it doesn't work for her to start there.)Anyone have any suggestions???