Dream where you wake up where you fell asleep in waking world is called false awakening and it is actually quite normal experience for lucid dreamers, especially for those who use WILD, that's why doing reality check every time you wake up is important. 
The fact that it was showing when you weren't expecting it don't means that it's not your fear, it's same fear, but on subconscious level.
If you don't like dark, try expecting sun to come up, believe it's the daytime. Remember that it's your dream, and you are in control of it, you can easily defeat that thing, or you could try communicate instead and maybe to ask it why it's chasing you. 
Also it has nothing to do with sleep paralysis, SP happens in NREM and you can't move during it, also it's really rare, happens only once or twice if at all, unless you have sleep disorder with same name. 
Good luck with defeating your fears one way or another, remember, you can do it because it's your dream!
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