Welcome to Dreamviews!

I think you are trying to do too much. First thing you should do is to stabilize and establish yourself inside the dream. Become a part of it. Engage all your senses. Touch anything that's nearby, if there is nothing, then clap your hands, touch the ground, your arms, legs, ... those things are always there.
Smell the air, talk to yourself "this is a dream", eat something, stomp your feet to feel and hear it...

Sex can be done, but if the urge drives you like that, that means you are not fully in control. Tell yourself "ok, I'll have sex, but first I'll do this". And then stabilize.

Sex requires you to have a narrow focus and you lose track of rest of the dream, that's why it's not easy to do. Before getting lucid, make a plan of what you want to do.

Having good awareness in dreams helps you take control.

Sageouse's self-awareness - rest of the tutorial is also really good, it will help you with WILDs.

Sivason's Dream Yoga