Single word for being half in this world, half in some other spooky plane of existence
liminal is the exact word for this context.
Adjective: of, relating to, or situated at a sensory threshold : barely perceptible or capable of eliciting a response
Adjective: of, relating to, or being an intermediate state, phase, or condition : IN-BETWEEN, TRANSITIONAL
ORIGIN OF LIMINAL 1880–85; < Latin līmin- (stem of līmen) threshold + -al
Example of use from 2: And the restaurant seems to inhabit a liminal zone between full service and casual, clearly refined in the past two years to serve both new and longtime neighbors. — Jen Thomas, SFChronicle.com, "Bay Briefing: What we know about the Gilroy shooting so far," 29 July 2019
Apart from bearing the right meaning, the more subtle reasons I like liminal for this context are that it speaks somewhat of erudition, and that it has a strong connection with the psychological.
Intermundane can be considered.
existing between worlds
Merriam-Webster
Etymology of the word:
inter- prefix + Latin mundus world, mundānus of or belonging to the world
It is more of a futuristic term in terms of astronomy but it mostly appears in fantasy or religion context when I search the word.
Etymonline includes a note about intermundane under interplanetary:
Boyle and Locke both used intermundane in the same sense; the Roman Epicureans had intermundia (neuter plural) for "spaces between the worlds" (translating Greek metakosmia).
Intermundia is a slightly different term and the singular from is intermundium which is defined as:
space between worlds
Merriam-Webster