It’s quite sad that most come to the point of thinking that having nice things is “too good to be true”. Because it’s quite false, especially in this case. Here’s a similar topic if you want some varied opinions.
As for the nightmares, it is only you who creates it, as you create any dream. Nightmares exist because there are fears you are allowing to have power on you, and at any point you face and take over your fear, the nightmare ceases, and all that’s left is a simple, pleasant dream.
If a person entered a coma during a LD, that would be for unrelated causes 
and since some, if not probably most people in coma have dreams, they can surely become lucid in between of that.