Yes verry intresting question.

I think you can indeed Dream that you are lucid. And maybe do cool stuff, but you don't really have any influence on it, you just Dream you have.

I think that's kind of what makes dreams High-lucid or Low-lucid. In Low-lucid dreams your mind is still so asleep that you don't really do more then dream you are really thinking, in a high-lucid you really have influence.

But still indeed, you can Never Really know you are not dreaming, you might be now