during non-REM sleep, you are completely unconcious, so I don't see how your brain could try to perceive your surroundings like it supposedly does in dreams when you're in deeper sleep. In other words, I don't think dreams outside of REM-sleep are possible, but hey, I don't know everything. Anyway, besides that, I don't see why there would be no visuals connected to a "non-REM" dream if they did exist since the visuals of a dream are created by your imagination.

Personally I'm with BillyBob. Anything is possible in your dreams, including being in a place of nothingness like you (Sotoik) are describing. This isn't a special kind of dream. It was just an unpleasant one, just like zombie dreams don't belong to a seperate category of dreams (though they are said to be unpleasant, which I can imagine >.>).
You did however, become lucid while dreaming, making (part of) the dream a lucid dream.

But then again, that's just me...