When I was a small child I saw a late night movie about some big house and if someone slept in one specific room, they disappeared. There was only door in or out. The window was a long way down that would send a person onto crashing waves.
A man and woman wanted to figure out the mystery and I believe he planned to stay the night in the room.
That is all I remember, other than it had a logical explanation and not a supernatural one. I’ve wanted to see it again for the longest time but haven’t been able to find it.
Maybe one of the versions of a German story “Geheimnis des blauen Zimmers” (usually translated as “Murder/Secret in the Blue Room”) by Arnold Lippschütz:
https://www.imdb.com/title/tt0022929/?ref_=nm_flmg_wr_7 (Germany, 1932)
https://www.imdb.com/title/tt0170849/?ref_=nm_flmg_wr_6 (Czechoslovakia, 1933)
https://www.imdb.com/title/tt0024538/?ref_=nm_flmg_wr_4 (USA, 1933)
https://www.imdb.com/title/tt0030455/?ref_=nm_flmg_wr_2 (USA, 1938)
https://www.imdb.com/title/tt0037100/?ref_=kw_li_tt (USA, 1944)
I agree with Stjepan that you are probably looking for the 1938 version called The Missing Guest. In that version the Blue Room overlooks a wild ocean. In the 1932 version, The Secret of the Blue Room, the Blue Room overlooks a fetid castle moat. In the 1944 film, Murder in the Blue Room, the Blue Room also overlooks the ocean, but that film is a musical comedy with Boogie Woogie numbers every ten minutes and a running gag about a real ghost. I’ve never seen the original German film. There are nice copies of the 1932 and 1944 films on youtube, but the 1938 version was removed from youtube. There is a copy of The Missing Guest that you can stream on the Internet Archive, if you want to confirm that is the correct film. https://archive.org/details/desktop_20170220/DVD_VIDEO_RECORDER/VIDEO_TS/VTS_01_1.VOB
P.S. I would try 1938 version first, considering Your description of “waves” 🙂