It took me listening to the credits twice to figure out why this put me in mind of Alice's Wunderland, a sketch show by Alice Lowe, which I can heartily recommend. (It's actually all currently available to listen to, so you might want to do that.) Alice Lowe acts as a linking narrator, and I really should have twigged that earlier. I blame being distracted, as I was doing the laundry while listening to this...I don't want to say sketch show, because it's not just comedy. Instead, this is self-described as horror-comedy, which gets closer.
It's a collection of vignettes, presented as the recordings of your dreams, teased out of you in order to allow you to get restful sleep, without the strange whispering in your head. Like a dream, the concepts seem loosely connected (and are definitely surreal) but each episode, and between episodes, there are recurring themes that come back to haunt you again and again.
Among these vignettes are the bird man, who would take you into his sack, with the photo of the bird you are, a beany woman at a special occasion, and comparing suppliers of your sand. There's also a couple of absolute standouts in this. The first episode has a brilliant piece about someone making a clarification to the local paper. Does not end up where I expected it to, and has an impressive punch. The second has a couple staying in a hotel, and dealing with a rather horrific problem. May have listened to that one a bit too late, and it was genuinely creepy.
A re-listen definitely helped my appreciation of that episode, as there's a very obvious link dropped in, but a secondary, more subtle one that I didn't catch the first time round. It's a very nice "ah-ha!" moment, and suggests that there's going to be more of the same coming. This is proving to be a remarkably complex work, which doesn't necessarily work with the normal approach of audio as secondary action. Give it your full focus.
Also has some lovely creepy strings that help develop the unsettling mood. An absolute corker, this one.