Hello,
No, didn't try the sleeping in the bed trick. Dunno if that would have worked in this case.
To say that scaring yourself out of a dream doesn't work is not correct. It might not work in your case, but for me it has always worked in the past. Remember that dreams and how people react are very individualistic behaviors.
I think you might have misunderstood the "I might be dead part" It wasn't something I thought to get myself out of it. In fact, it was something I thought, after SEVERAL minutes trying to get out of the dream. Imagine that you have been able to get out of your dreams in a few seconds, and that now you have a dream where you cannot get out. I was very logical and didn't panic until the very end... I was basically trying everything I knew. Kinda like, "Ok... that didn't work. Let's try this."
Before this scary phase, I had about 10-15 minutes of playing around. I knew that I was lucid, and went at it. Then I got bored, and tried to get out - thus my previous post.
Humphrey www.not5150.com