Well, i am definitely not an experienced dreamer, but i have done alot of research and seen alot of comments/ threads.
The sheer excitement can and usually does cause someone to "lose" their lucid dream or just come out of the dream like you did!
It isn't uncommon for this to happen, so i wouldn't worry and keep on trying
If you realize you are dreaming in a dream and become lucid, relax, don't get too excited, and rub your hands together! This can cause the lucid dream to last longer sometimes! Just try to keep your emotions stable! In my first (and only) lucid dream, after getting rid of the danger i became a little excited and lost the dream!
I am not sure about the the high frequency noise though? Perhaps someone else can help you out with that one
I hope i was some assistance!