Indeed, part of the fun of the episode is that we never find out for certain whether or not there are any actual monsters this time. There could have been something to it, or it could have all been in the characters' heads. That was part of what made it creepy.
But it wasn't just there for creepiness' sake. As you said, this was about the effect that the fear of the unknown horror had on the characters, particularly the Doctor. It was a brilliant character piece that required no prosthetics or effects for aliens, but in no way did it feel like just a "filler" episode. Instead, it's one of the best stories in several years.
I also agree about the army figure. There isn't intended to be some great mystery or time-travel paradox regarding Clara leaving it with the Doctor; it was just a character moment -- Clara helping the young Doctor to be brave.
I don't know if the Untempered Schism was intended to be the reason why people have that dream, but it's a brilliant theory and I think it completely works!
This was totally an episode about how the Doctor needs something to do or someone to save, and he's been doing it so long that he doesn't know what to do with himself if no crisis exists. I love it when the show takes something that's just part of its necessary formula (that is, there has to be danger every week or there's no show) and turns it into a terrific, complex character point.
Other thoughts:
When the figure in the astronaut suit unmasked, I thought that it was either going to be the (regular) Doctor or it was going to be the monster. I wasn't expecting Mr. Pink to be there, and the fact that it was a descendant was another good twist. And the figure in the bed turning out to be the young Doctor -- that was a real corker!
It seems like it should have been one revelation too many to find out that the Doctor returned to that barn when he was going to set off the bomb (as seen in "Day of the Monster"), but it wasn't. It makes absolute sense that if the Doctor thinks he's going to commit the most heinous crime in the galaxy that he would want to return to a place where he felt safe--or, alternatively, to return to confront old fears.
I've understood why the Doctor has been written and performed the way he has this season. Moffat seems to be trying to address long-term fans' complaints about the show: that the Doctor shouldn't be romantically involved with his Companions, that he should be more mysterious and unpredictable, that he should be more of an older mentor figure, and that he should be more cantankerous (this version seems to lean heavily on William Hartnell, Jon Pertwee and even the controversial Colin Baker). I wasn't bothered by any of the modern portrayals of the character, but a lot of fans were; this version of the character seems designed to address those issues.
Since the Doctor is now less sympathetic and knowable, the character that the audience now relates to is the Companion, and that's just as it used to be. This shift in the character dynamic has worked wonders for Clara, who previously was the dullest of all the modern Companions. I like her a great deal more this year.
Ironically, though, all of the aspects being put back into the Doctor--his grouchiness, his unknowableness--have meant that I hadn't really grown to like this Doctor yet. But then came this episode, and now I love the guy. His fears, his past, and especially the scene where Clara hugged him and he half-jokingly said not to (but let her do it anyway)...just terrific stuff.