Rhinoceros are nocturnal

About a month ago we were up in the middle of the night with Nels for about an hour trying to get him to go back to sleep. He had been awakened by a noise outside his bedroom. We explained that it was probably some sort of animal. Don't ever tell your child that an animal made a noise outside his bedroom window. For the last month we have had to go into his bedroom every night before he goes to bed and listen for noises and often times we are awakened in the night to listen for noises. We need to figure out how to get him out of this awful phase.
Tonight I decided to try a new method and ask him what he was afraid of. I started with lizards. "Are you afraid of lizards?"I asked. "No, lizards don't make noise." "Are you afraid of raccoons?" He said he was and we then discussed that he was larger than a raccoon and didn't need to be afraid of raccoons. I asked him about skunks, and we figured he could run faster than a skunk, so he didn't need to worry about them. Then I asked him if he was afraid of rhinoceros. When he said he was I quickly said there was no way there were any rhinoceros in our back yard. He just as quickly said that the hill in our neighbor's backyard had lots of animals in it. Which is when I came up with a solution. I told him tomorrow we were going to go over to the neighbor's house and check out that hill in the backyard for animals that we might need to be worried about. He than said "Well, mama, rhinoceros are nocturnal."

Do you think we might find any rhinoceros droppings back there? Maybe a cave where the rhino goes during the day?