You're right, not the 3rd conditional- it's a past modal of deduction (may/might/could/must + have +past participle(V3)), used to speculate about something in the past.
The question is not whether the forces toying with them were paranormal (it is assumed or known that they were paranormal) but rather that the acts of those forces were possibly not yet serious or dangerous, with the implication that they soon would be.
The forces might have been toying with them-- the paranormal forces might have been teasing them, or trying to scare them.
Since might is not certain, it means that other possibilities exist, like it was just a random occurrence , or, (more likely, because it's Stephen King), that it was the beginning of something more serious than 'toying'
A more concrete example:
Speaker A: What was that?
Speaker B: It might have been a ghost!
Speaker C:It could have been a bomb!
Speaker D: Don't be silly, it must have been a noise from the machines at the building site across the street".
i.e while B and C were possible (might/could), D is much more likely and therefore we use 'must' to say that we believe this is the most likely probability.