Hi Hagman! (Funny nick! LOL! 
) Welcome to the forum! 
To be honest, I don’t think that you have to be scared of what you’re experiencing now. I’ll try and reply to you the best I can, but some questions can’t be properly answered on this forum.
Many people use to naturally experience lucid dreams. And about one person per six has experienced sleep paralysis, though just 1% of the population has very strong hallucinations in it. There is absolutely no danger with SP, as you have already realized. Of course, there is no physical danger, and moreover, having SP doesn’t mean you have any psychological trouble. It seems it’s just related with a high melatonin rate, which happens naturally during adolescence for instance.
“Natural” lucid dreamers often become lucid amidst nightmares. Curiously, though it seems obvious with some LD’ing experience, they generally don’t realize it’s harmless and want to wake up. What is not really the best solution. (You can find a current thread about lucid nightmares here.) It means their lucidity level is rather low. There are some techniques in order to increase it. For instance, in a lucid nightmare, I’ve shouted “Lucid! Lucid! Lucid!” until I reached a sufficient level and fully realized it was a dream.
By the way, with some experience, the nightmarish feelings disappear quite immediatly. Indeed, the main thing you have to do is think about this in real life : when you realize it’s a dream, you realize that your environment is illusory, thus you don’t have to scare : nothing can harm you. You just have to decide what to do next, and leave this stupid nightmare. Most often, when you realize this in a dream, you’ll experience that the nightmarish conditions lose all their interest; then you are in a normal lucid dream.
You have two main problems, but they can be easily overcomed:
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doubting you’re in a dream, due to false awakenings: in order to completely realize that you’re dreaming, you have to perform reality checks in your dream. There are a lot of RC’s, you can find a lot of them here. You have to choose 2 or 3 different RC’s, so that you can perform another RC when one fails. I can’t tell you which will be the best for you, you’ll find it by testing in your own dreams.
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worrying you may sleepwalk: it’s an irrational fear. Sleepwalking happens during another sleep phase than lucid dreaming. It could be a long subject to develop here, so to make a long story short, we never heard that a LD’er woke up in his kitchen, or broke his leg on the stairs while LD’ing.
Don’t worry. It’s not really a big problem and it happens to a lot of “normal” people. Psychotropics may have such slight side effects, they disappear when you stop the treatment.
About this point, you should read the uses on the warnings notice of your pills. It’s generally given the advice not to drink alcohol with psychotropics. It mainly depends on the drug classification. With some of them, you can drink moderately from time to time, but you have to know that psychotropics and alcohol increase each other’s effects. For instance, the mother of a friend, who had Prozac, drank just a bit of whisky during her daughter wedding, got immediatly drunk and they had to carry her to bed. And with some psychotropics, alcohol is very dangerous. You should ask to your physician, but of course he won’t answer you about lucid dreaming side effects!
I hope all of this could help ! 