The thing that scares me about nightmares

In my nightmares I often dont die but come very close to death. I often know I wont actually die for some reason - its odd, my mind makes up excuses as to why I will be ok and not die. Now obviously death scares me in these situations but not very much. Not half as much as the lack of sense.
What I mean by that is when im about to die the dream breaks up in disturbing ways and doesnt make sense. For instance, I recently had a nightmare I was in a car with someone I knew, he was upset about something that had happened and as we were driving over a bridge he missed a particularly important turn-off and we plunged into a river.
In my final moments of the dream I thought to myself: Its ok, I will just come back to life. But then it turned into one of my notoriously scary nighmares. They shouldnt be scary things but my brain makes it incredibly scary, like as the dream broke up there was a noise, a noise that I hear in most of my nightmares. Its difficult to describe, but its one of the scaryist noises ever.
Its like a deep, inhuman moan/scream that sounds like a pathetic attepmt at a scream that failed miserably. But it is so incredibly scary. Also, as well as this noise there is a distinct lack of everything else but the noise. All the other sound stops and there are very few things I see. And then the noises I should hear anyway in waking life like the wind blowing enters my dream but it is distorted, crackly and weird.
I often go into sleep paralysis after nightmares, but in this one I didnt.

Does anyone else have odd and completely not scary features of their nightmares that make it seem so scary?