How to Stop Lucid/Nightmares?

[Frijo]

Okay so I get these horrible reoccuring dreams that I'm being chased, locked and almost raped by my tutor (Someone who I get on with irl), then to fend her off I hit her(It's a female, and I am too!) with a chair. When I look to my right I see 2 of these people that I barely ever talk to, sat like robots that have been sort of..brainwashed almost. When I finally escape, I start flying outside of school. And it's downright scary because it actually feels like I am in this dream!! I can talk to whoever I want, and do whatever I want which I think is Lucid Dreaming but I don't understand why I'd want to do that. Usually it morphs onto me being killed or hurt in some way by a family member or seeing doubles of those who I love. Once I lost my beloved ferret, and now I see doubles of them (instead of 2 there is 4) and they ALWAYS run away and I get shot for running after them. I used to have this dream about my dog too...! It might not seem like much but I fear going to sleep now because I cannot go through losing my pets (Which are close to me), me dying in some way etc. Any help please? Oh and also this is effecting my family. I often wake up different times of the night screaming and sort of having a panic attack. Not nice. lol. PS. I have never had a good dream. I always have nightmares about death or loss. Why? (I also have an anxiety disorder, is this related?)