Doubt it.
You were in alpha state, at most very light theta.
Trying to “see” trough closed eyes has actually more to do with astral sight, and its something you need to practice. Its not limited to the third eye. There are people with their third eye fully open, but they cant see shit with their eyes closed, so practice bro.
As for brainwave states, Theta is when you’re just about to fall asleep. Most people have weak theta waves and even then they last 2 seconds at most before losing consciousness.
Also when you move physically you disrupt the process, returning to alpha state.
So you cant walk around being in deep theta or delta bro haha. Anyway, sit or lie down, dont move a muscle no matter what, and then listen to the theta one, now try not to fall asleep, good luck