Can you move them to a different room where the "bat activity" will be less noticeable?
Your budgies should be able to sleep even with a little night light on. The light doesn't need to be very close to the cage nor directly aimed at them. As long as they are able to see a more lit up area on the room they are in, that should keep them from having constant night frights.
Mine even start to sleep for the night when I have the lights dimmed to a minimum.
RIP sweet Tito (Summer 2008 - January 17th 2013).
You are missed and never will be forgotten.