Do you guys think aliens are from space?

Movies, media, and all sorts of things plainly say aliens are from other planets. It's been widely spread that it is plausible. But, what if they are from other dimensions or us from the future. I recently came across some videos about this possibility. And the claims from those videos seem reasonable because we haven't found anything about them in space which leads to the Fermi paradox. If it's true that they are from higher dimensions or the future, then the likelihood of encountering them...