Wow, that is very interesting to say the least.
This is what I do know of EEG machines
Sometimes called a brain wave test, the electroencephalography (EEG) cannot read minds or measure IQ! Here's how it works. The cells in the brain communicate by sending out tiny electrical impulses
Does that tell you anyting? not really
Are you famliar with Lucid dreaming?
During the process you may have been cought up in your thoughts that you described and indeed fell aseep. Because of the concious nature of your thought patterns you may have fallen directly into a Lucid dream. From what I understand registers on a machine that you are sleeping, but if you are lucid your thoughts would be as real as waking life.
This could be the reason you feel you were awake the entire time.

By the way - Welcome ejohnso225