I believe I experienced something like this in a low-level lucid dream once, and it was a pretty twisted experience, and almost gave me a mild existential crisis. 
But I found it very fascinating as well, I’ve never experienced something like that before.
No, but sometimes I manage to convince myself that I have schizophrenia and that this whole life is just in my imagination and that i’m probably one of those crazy guys who stand on the street talking to himself all day.
Events and coincidences in my life are just so common and connected in some mysterious way that somehow I believe that this must be a dream. or a hallucination. anyways, i’m rambling. 
Sorry, your ‘existential crisis’ thing reminded me of this.
Essentially 
I had a dream and my DG told the DC I was with that he was dreaming and this was his dream world, so it was basically like I was the dream character and that’s what I thought.