You know that kind of stuff but what helped me was when I would acknowledge its presence. I would get up, look around and say something like, "Would you please leave the lights off. I'm very tired and would like to go to sleep." Or.. "I don't want to be late to work so could you please leave the music off when I leave? Thank you!" This would work every time so maybe you could tell them to not wake you up and not misplace your stuff.
THIS. If it is a ghost, this works. Be polite, even friendly, but firm, and ask for your stone back.
Every couple of years, we go to an event at a specific hotel known to be haunted. Though we're not there for anything related to the ghosts, they found my husband and myself immediately on the first trip and must have realized we were friendly, because from that point on, they were nearly always playing with our stuff, opening drawers and closet doors, rerouting elevators every time we tried to leave the hotel so they'd skip our floor three or four times before finally stopping for us, then going in the opposite direction of what the controls said! When we travel, I'm hyper organized, so there's no way I can just "lose" things--yet things disappeared all the time while at this hotel the first trip. Getting upset about it did absolutely nothing. When I finally acknowledged them, things would reappear.
The next trip, I had the sense that they remembered us, because if anything, their tricks increased. But what GotH mentioned worked, every single time. I simply spoke out loud to them as though I could see their forms, saying things like, "Yes, we're happy to be back with you too," and "Hey, game over, friends, I need that shoe now, I need to go out. I promise I'll be back in a few hours." I greeted them out loud or mentally every time I entered or left the room, and reassured them that I wasn't mad at them for taking things, so long as they returned them when I asked. We're headed back there in January. I'll have to think about what crystals they might like to play with.
That said, my labradorite plays tricks of its own, and very often, playing hide & seek in the bedclothes is one of them. So if directing your request to your ghost doesn't work, try directing your thoughts towards your stone and ask it to show itself!