How do I get privacy?

This type of confusion is part of dementia. You can't reason with dementia behaviors. Try the suggestions above, but don't expect them to work permanently because the brain is changing all the time.

It may turn into all-night wandering and disturbance.
Keep close tabs on this behavior by jotting a note down every day so the change doesn't sneak up on you.

Keep the doctor updated because there is medication to assist with sleep problems in dementia patients. If you don't get your rest, you will become beat down and burned out very quickly.

Make sure the house is locked up tight and be absolutely sure mom can't unlock the doors somehow and get herself outside. That is not a nice surprise for anyone.

Would night lights or leaving a 25 watt bulb on at night help? Some people don't like being in the dark, it confuses their equilibrium [I have that issue myself]. There are night lights all over my house !!

If Mom has a TV in her room, set it to Turner Classic Movies, and maybe when she wakes up and notices the TV and sees someone like Cary Grant, she might forget about being scared :)

The dependency can be a tough one to deal with. We want to be compassionate, but we have to protect ourselves at the same time. My mother on occasion woke me in the middle of the night, usually to ask me for a pill of some type. I would simply tell her to go back to bed and it would be okay. Do you think you could reassure your mother in some way that staying in her room was safe? I don't envy you this problem.

I am not surprised that she orients to your work schedule. You are probably her touchstone. It is sad that she is so dependent on you. I know it is a responsibility you did not ask for. I hope someone else has some better ideas on how to deal with dependency.