I'd say there are a few possibilities.
You could be becoming conscious and lucid during non-dream periods of sleep. This is possible and can result in odd sensations like you describe because the brain is at least partially disconnected from the body's sensory input. External, physical sensations may be weak, and there can be a lot of “noise” from false, hallucinary sensations.
You could be having a NREM dream, which, unlike the REM dreams we usually remember, can have a lack of vivid visual imagery but contain a lot of internal thoughts or emotional feelings and otherwise seem a bit “weird” compared to “normal” dreams.
Sometimes (either as a medical condition like sleep paralysis or just on rare occasions in healthy individuals) it's possible to partially or fully wake up while the body is still in REM atonia, a paralyzed state. This state normally happens during dreams to prevent our physically acting them out, but sometimes can linger a bit too long and persist briefly into consciousness. But it's also possible that the sensation of being paralyzed isn't actual REM atonia but a sensory illusion from dreams or the hypnagogic hallucinations during nondream sleep.
You also appear to have described a phenomenon that sounds like false awakenings, where you dream of waking up but are actually still asleep. This can happen several times in a row before actually waking up.
All of these are quite normal and nothing to worry much about. I've encountered pretty much all of them several times over the years. Most people never notice them because we're normally unconscious during sleep (other than dreams), but those who practice LDing will probably be especially likely to notice them simply because the whole goal is to train themselves to become more self-aware during sleep. They can be quite fascinating and fun things to explore, so go ahead and continue to experiment with them when they occur.
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