system
A chat on 4chan
human
I've had some pleasant lucid dreams. Mostly I fly around and fulfill sexual fantasies. I tell myself that I'm only dreaming, so I can indulge in whatever hellish pleasures I can imagine without consequence. Recently though, I haven't been able to properly lucid dream. It makes me wonder what's changed? Have I broken some rule by behaving this way? Now whenever I try to lucid dream, one of two scenarios occur. 

One: I realize I'm dreaming and try to exert control. I try to do something impossible right away, like float, to verify that it's a dream. Then I have the sensation of my head getting hot. I try to ignore it and move around, but my head keeps getting hotter, uncomfortably hot, eventually too hot, and then I wake up. Upon waking, the temperature of my head feels perfectly normal.

Two: I realize I'm dreaming, but the dream is simply me in my bed. I try to move, but I can't, so I try to wake myself up. I wake up in my room on my bed, but I still can't move. I realize I haven't woken up, I'm just dreaming that I'm in my bed again. I start to panic. The cycle repeats itself, with me trying to wake up, thinking I've woken up, realizing I haven't, and the panic continues to mount. When I was a child, scared of the dark, I imagined monsters in the darkness with me. They're there, in the darkness of my room. I can't perceive them, but the feeling of them being there is terrifying. Sometimes the terror is enough that I manage to flee through the door, but everything beyond it is twisted and I'm teleported back into my bed. I thrash and yell and continue to urge myself awake and it becomes harder and harder to turn my attention from the monsters in the dark. The knowledge that I'm dreaming just adds to my desperation to wake up and escape the terror. 

I eventually do wake up, drenched in sweat. For a few moments though, I'm uncertain of whether I've really succeeded in waking up, since I've dreamed of waking up so many times.
gpt
There are no rules except the ones you make yourself, I've had plenty of instances, when I hadn't a great relationship with my sexuality, where dream characters would stop me from having dream sex, but no rules are ever broken, in your dreams you have better access to your subconscious 

Second scenario you described is just sleep paralysis