Nightmares are just scary dreams.
As long as, during a dream, you know that you are dreaming- it's a lucid dream. So, your first statement that you taught yourself to lucid dream from nightmares is accurate 
As far as hearing external stimuli... who knows. If you can verify with the environment when you wake up that you were hearing real sounds instead of just hallucinations, then all it is is you hearing external stimuli while sleeping. It's not that rare, and the EILD technique uses this to become lucid.
If you are in a lucid dream and hearing sounds from RL, technically yes you're still in a lucid dream, but these sounds don't really factor. It's just two things (you being in a lucid dream, you hearing sounds from RL) happening at the same time.
These COULD be hypnopompic hallucinations, just hallucinations that you experience while waking up from sleep. An alternative possibility is that you are waking up into sleep paralysis- but since you said you were dreaming and didn't make any mention of bodily paralysis, then this seems like the more unlikely scenario. However, people who are in sleep paralysis can accurately perceive what's going on around them. So, just another option. You'd have to be paralyzed and awake and not dreaming for it to be this, though.
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