That sounds really upsetting for both you & DS! Definitely worth mentioning & possibly even recording the times he is upset about it so you can show just how convinced & upset he becomes about what he is seeing.
Personally I would take the approach of explaining to him that YOU can not see it but understand that it must be frightening for him. Just do your best to reassure him that he is safe & that they can not hurt him. Try with out planting idea's in his head to make sure he understands that if the things he is seeing starting telling him to do things that it is ok to say No.
I have 3 children Dx with ASD, high functioning. Although I have not experienced what you are describing. However it does not mean its not an ASD thing. But keep in mind that often there are co morbid Diagnosis for children on the spectrum.
Hang in there & maybe speak with your Pediatrician about what is currently happening to try & speed up his assessment & appointment with the psychologist.