"Also the whole thing about not being able to change scenario seems off, I do remember literally saying, you know what dream would be better? The other one. And then switching to that dream."

I've done that too. But dreams that are just random and dreams that are based on real experiences and "issues" you may have are different, in my personal experience. You may transform into Iron Man and just go ballistic, but in my personal experience, what starts out fun and empowering will likely break down; Iron Man's weapons stop working quite as well, then they just plain stop working, then despite the fact he can fly away it turns out he's always also flying right back to the problem... dreams are not a perfectly-accurate 3D VR simulation of the world, they are heavily influenced by your internal mental and emotional state, deeply symbolic (and I don't mean in the "this tree is your mother" way, I mean, you are not truly visually processing data, you are not navigating in a true 3D space, you are navigating through the highly-processed symbolic representation of the space that is the end result of all your visual processing, which is a very different space than the true 3D world, despite its correspondences) and in fact often quite lacking in true spatial structure, and if you're having problems, you won't be able to escape them by flying away in a dream anymore than you can solve your issues by just "stopping thinking about them"... for indeed, they are the exact same thing, so if the latter sounds foolish, so should the former.

I think a lot of people, lacking control of their dreams, end up reversing cause and effect. With real issues and not just "night terrors" (random nightmares), you're having a bad dream because you have mental or emotional issues... you don't have mental/emotional issues because you have bad dreams. It's a fun metaphor in movies like Inception, but it's not how it actually works... as usual, the reality is a great deal more prosaic, and less full of easy answers.