Mascara, as a cosmetic, would inevitably do harm to your eyes, and of course, your eyelashes. Without proper treatment before sleeping, your eyelashes might fall out because mascara is a chemical product, which is harmful and poisonous. But some other problems might also make that happen. So if the situation does not change, you might need a doctor.
No, you'd better not sleep with your mascara which will be very bad for your eyelashes. Your eyelashes will fall out easily because of the stimulating irritates. You should better wash the face clearly before you go to bed. If you want to make the eyelashes grow again, you could adopt the vitamin E on the surface of the eyelashes.