Yeah like.. if you had an avatar of you in a dream. can you die in the dream but still have consciousness in the dream? Well normally dyeing in a dream makes you wake up. Has everytime for me.
I have had a lucid dream a cupple of times. But never as good as some people. Normally I will realise im dreaming start to manifest something crazy like start to fly. Then I wake up
I remembered when i was dreaming, i realize the fact that i am dreaming and woke up. But i never died in a dream, so i can't say.
But if when you will try to kill yourself in a dream to wake up you will continue to dream. For example you will try to drop a toaster in a bath and still dream. Or decapitate yourself and still talk :-)).
Nice topic :-D.