I was once shot dead in a dream in a slow motion Matrix-esque sequence after shooting Matt Damon as Jason Bourne. The dream in its entirety was quite long and is one of the favourites that I've had. Of course as it's impossible to imagine pure nothingness everything was just empty darkness and I was repeating "I've got to wake up" over in my head until I woke up. I wasn't amazed to find myself alive but I was certainly shaken a little bit. It wasn't as scatty as when I had a false awakening. That was one of the weirdest things I've ever experience. Also the time I awoke from a nightmare having a panic attack wasn't particularly fun either.
I've experienced "false awakenings" a number of times. They usually happen after a dream that I have where I know that I am dreaming. For example, when I have a "lucid" dreams in which I am flying, I can control many aspects of the dream. Then I will cease having that control and be in a normal situation and feel as though I've woken up and I'm in reality. These dreams are often pretty scary because they seemingly have consequences. Most of my dreams on some level I know that I am dreaming but with the "false awakening" dreams, I don't at all. When something goes wrong in the dream, I really feel like it's happening. Waking up to a panic attack would suck. Sorry you had to go through that.