Wake me up when I fall asleep

I've had a recurring dream for three nights in a row, all of them lucid (meaning that I knew that I was dreaming). Two out of the three of them played out exactly the same, but last night, I broke the pattern, and I've been feeling kind of sick about it all day. I'll go through the dream, as I remember it, but be warned, I never dream short.

I wake up in the early morning (shortly after falling asleep) in a place that looks similar to home, but no matter what I do, I can't find home. The air is cool, and there are no clouds in the sky. The sun isn't visible yet, but the sky is still bright and blue, and everything is well lit. Very similar to another dream I have involving a Suburbian Hell of sorts.

I travel. Since I'm aware that I'm dreaming, time and distance are easily altered, and I can pass through solid objects at a whim. There is nobody in this city, and every house I pass through has been ransacked and emptied.

Pretty soon, I can hear gunfire. I approach (and here is a change of scenery) a brick wall with a family pinned up against it, and a firing line of soldiers poised to execute them. I arrive just in time to see the soldiers open fire, but since I am aware that this is a dream, I can control how the bullets move. In this case, they don't.

There is a bit of a lapse in my memory at this point, the next point in my memory is quite different.

I'm facing off against a horde of soldiers/creatures, I'm trying to protect the last of the survivors. I'm still aware that I'm dreaming, so it's easy. My ability, coupled with my feeling of duty to protect, make me a formidable foe. What I wasn't expecting was to be shot in the back by the very people I was trying to protect. After death, it was made apparent to me that they blamed me for their hardship, but instead of confronting me, they said nothing, and used me to further their chances of escaping death.

After this revelation, where I felt buried under the earth itself, I was visited by a visage of beauty itself. I only had one thing to say, with a tight knot in my stomach.
"Will everything be okay?"
She shook her head. And I was sent back out.

For three nights, I've had this exact same dream. Only last night, did I break the pattern. When I found myself as the last barrier between harm and refugee, I stopped. I stopped, and I stepped back. I was expecting them to tear into each other, but they all stopped and looked at me. The same beautiful woman appeared, and I asked her, with slightly more confidence in my voice.
"Will everything be okay... Now?"

Again I was surprised. She reached into my chest and gripped my heart (read as: holy fuckmonkeys did that hurt). I'm still aware that I'm dreaming at this point, so I take control. The world is wiped clean before me, everyone disappears, and suddenly I'm in a large cathedral with sunlight pouring through a stained glass window. The woman is still wringing my heart, but she's coughing like she's drowning on something. I then realize that I'm glowing... or rather burning. It hurt to look at myself, and it felt like I was on fire. At which point I woke up.

There was some other emotional ramifications of this dream, and some familiar faces, but I won't go into that. When I woke up, my chest hurt, and both my arms had fallen asleep. Ouch.

Edit:

It's now the day after, and it's 1:00 in the morning. It's 28 degrees in here. I'm bored, lonely, and tired. But I can't sleep. New nightmares, old dreams.