Recently, I have taken to sleeping with my windows closed. I don't get disturbed by mosquitoes buzzing at my ear in the wee hours of the morning and don't get affected by the haze as well. However, there is always the nagging thought that the "better sleep" I am experiencing might be attributed to drowsiness caused by high CO2 levels. A quick google search shows that anything above 1000ppm starts becoming undesirable and 5000ppm starts becoming dangerous.
Having recently acquired the Kaiterra Sensedge Mini, I can finally put it to the test. The data points on the left were recorded with the windows open and those on the right were recorded with the windows closed. I opened the windows at 6.45am, which is where the huge change in levels were seen.

Immediately, we do see a trend where CO2 and TVOC levels in the room increase when windows are closed. CO2 originates from my breathing while TVOC is probably offgassed by furniture in my room. An inverse trend is seen with a slight decrease in PM2.5 levels, this is probably because these pollutants originate from the outside air.
The most important finding was that my bedroom had undesirable levels of CO2 for about 4 hours in the night. So it might be plausible that the sleepiness or grogginess was due to higher CO2 levels. This is not ideal in the long run. I'll need to find another way to deal with the mosquitoes, or maybe open the windows for a couple of minutes in the middle of the night before closing it again.