Do you supplement with proper amounts of vitamin K as well? Life Extension has a good vitamin D and K product which shows proper ratios and the forms of vitamin K required. If you only supplement with vitamin D, then you run the risk of (excess) calcium being directed toward soft tissue and other places, rather than where it should actually go.

Another sign you may have a magnesium deficiency is supplementation with vitamin D and K resulting in anxiety or difficulty sleeping. That is, you should be able to take D & K before bed without any issues.