In your lucid dreams are you unable to see? Are you still able to feel your body?
Is this happening immediately after falling asleep.
If you answered yes to any of these questions you probably aren't going under far enough. You are lingering in a state that is on the threshold of being asleep. This is usually where people have feelings of dread and experience the night hag phenomenon. Otherwise, you are probably having a form of reoccurring nightmare if this is happening during REM sleep.
I've experienced the night hag and it is absolutely terrifying. I knew I was going to die and it was going to be painful. You can learn to relax out of it, but it is very difficult.
Good luck, and try to remember it's all in your head.