I too have been shot in my dream
I really don't know what it means to be shot and "dying" in your dream, but I too have had that dream. While I was dying, the only person in my mind was my boyfriend.
In my dream, I was at work in the lobby room where I can see the secretary behind the glass window. I was holding some papers when a big man about 6'4 or so and weighing at least 300lbs (he had a belly) walked in through the front doors with a rifle under his big dark coat. I knew there and then that I was going to die. I had no where else to go except to try and run through this other door into the next room. By the time I thought of that, the man was already right in front of me, so I pleaded for him to let me go. He didn't care at all and pointed the gun at me, that's when I decided to make a go for it and ran into the other room, but I was shot a few times. I felt the bullets hit me and my life slowly draining out of me. This was all in slow motion btw. I pretended to be dead so he wouldn't shoot me again. He walked further into the building where everyone else was ducking or trying to run off, for some reason he didn't shoot anyone else that was around me. I then tried to get up and make a run for it out of the building, but he turned around and saw me so he turned back around. I told him, "okay okay" then he went back to where he was and the only person I thought about was my boyfriend. I grabbed my phone and dialed his number, but before I could reach him there was already a reporter lady standing over me with a camera crew and everything while the guy was still in the building. She knelt down next to me and stuck the mic in my face, so I figured this was the best way my boyfriend could see me. I told him I loved him as I felt like I was taking my last few breathes, then I woke up. When I woke up, I was turned to my left away from my boyfriend. The first thing I did was make sure I was alive and turn to where my boyfriend was to make sure he was there then I held onto him the rest of the night. I didn't go to work the next morning either thinking something bad might happen.
After much thought and reading the other dreams, I think my dream was a way for me to open up more to my boyfriend. I haven't told him I love him yet and we've been together for years...I'm afraid to show him my real feelings because I'm afraid I may get hurt. I don't know, just my thought anyway. Although my dream and the original post had similar features, I'm not sure if it could mean the same thing or not.