1) Sleep Paralysis, and a very noticeable case of it indeed.

2) Possibly Sleep Paralysis, but since you say it happens in the middle of your sleep, I'd call that an interesting dream. Semantics as far as I'm concerned.

3) A lucid dream, and when you tried to get back to into it you attempted a DEILD. Mastery of the DEILD technique can create chains of lucid dreams where you can go back into a lucid dream after waking up from one. A very cool experience.