Even I get surprised sometimes over the complexity of my dreams. This one was pretty particularly convoluted, as you say. Some of my favourite dreams are super complex, like one when the whole essence of reality had changed when aliens had come and thrown some kind of interdimensional "plague" to terraform Earth.

The closest I've been is in dreams where I am exactly where I fell asleep, but my body seems to move alone and I trying to avoid it, as if a demon had taken over my body. Then I wake up and see that everything was a dream. Even that I don't believe in demons, it's quite shocking.

I never lose control in dreams. Any time I feel anything I don't like, I force myself to wake up. It feels like simply "opening my eyes", and I do in real life. I know other people can get trapped in ugly scenes. I'm curious sometimes about how that would feel, but at the same time, it would be scary! So I wouldn't experiment with WILD or other sleep paralysis stuff that people do.