Dreams are real, to your brain. That means your brain will interpret sensorial input as real input, and not internal input. In simple words, in a world you can feel the sun in your skin, and so can you feel a knife in your arm. This is real, just like real life, because there are the same electrical signals. Just the source is different.

There is no possible way to get physically hurt in a dream (lucid or not), because your ego body (your dream body) is something else than your real body. Many lucid dreamers killed themselves, stroked themselves with swords and axes, and they always returned to tell the story. Besides, there is not a single report of someone not being able to wake up from their dreams. At most, you can dream for around 1 hour, but after that, your REM cycle ends, and the dream ends. There are no exceptions of dreams lasting 5 hours or a day. It's just not how the body works, no matter the dream content.

I'm hoping you already guessed (even if at a slow dimension) what led to that kind of experience: fear. Emotions play a very important role because they affect your Dream schemas. If you are afraid of spiders, then you can expect spiders to some times show up in your dreams. Especially if you're state of mind is clouded in fear.

Fear in a dream is aceptance of it as real. Which the dream is not. Everything your brain tells you it's real in a dream, it's fake. From what you see, to what you feel or weird. You aren't really being hurt, you just feel it because your brain is trying to reproduce reality. But in the end, you have to remember it's all a dream. A wall, a monster, they are even less solid than wind and dust. When a lucid dreamer can't fly in a dream, or summon an animal, it's exactly like you: they haven't fully "understood" it's a dream, so they aren't confident that they can do anything.

As a last piece of advice, I suggest you to take a read on the dream journals around here. For me, they are more than just original stories: they are sources of inspiration. From the experienced lucid dreamer to the person that started dream recall 4 days ago, they all explore a reality that slowly opens itself for them. We all here strike into this new "reality" in order to overcome our fears, to explore the world, and to discover who we are. If you experienced such a vivid lucid dream to the point where you were afraid of not waking up, imagine if you had a positive and fearless mindset: you would (and will) be overwhelmed by the feeling of joy