What are sadnes dreams about?

So, I just had this dream. I have no clue what the hell it means. If I need to give backstory I will.

This is the dream. My girlfriend and I are mercenaries for the US government. We are world renowned and all of US loves us. They call us Bonnie and Clyde. It’s great. One day she tragically dies on a job. No one knows but my boss and me. So we are famous and a TV show calls him to join. He asks me to send a picture of me smiling so he knows I’m getting paid well (as a joke of course). So instead I send a picture of my girl and I. Then the crowd of the audience goes silent. My boss (on the show) finally tells the world about her. Everyone is depressed. Then I send another picture. It’s a picture of the scars on my wrist that I made because of her passing. The caption of the pic says “What is valor, if there’s no one to share it with”. Time goes by and my boss calls me for one last job. I take it. I’m to impersonate a bad guy to get info at a bad guy headquarters. I go and the bad guys pat me down. As I’m walking to his door I see these pyramids next to me. Two to be exact. Really big. I look up at them and the sun shines from behind them. I get a headache and fall to the floor. My vision changes from red to grey, then red to grey again and again. I can hear my heartbeat and feel it shaking the earth. Then my heartbeat and vision stop being weird lol. A shadow rises from behind the pyramids and it’s a Pegasus. It swoops down in front of my vision and shortly disappears out of my sight completely. A skeletal creature was riding it. Then I wake up in my room but everything is grey. I realize it’s a dream so I start telling myself to wake up. Over and over again. It doesn’t work. So I hold my breath for 30 seconds. Then I actually wake up, gasping for air. That’s my dream.

Anyone ever had a dream where you're completely in love with someone and the entire relationship plays out through it? I just had the 2nd one I've ever had.
The first one was just a fictitious girl. She didn't actually exist. But this one is girl I know and have had a crush on as well.

Anyway dudes, I am reeling from the intensity of it. It feel like I've been asleep for 20 years. Like I have to discard these visceral, powerful memories because they're essentially nothing. It almost feels like I'll never be able to get over this.

Of course parts of me wants to just tell this girl about it but seems like a lame thing to do honestly. I'm pretty sure she has a bf these days and I don't know what the purpose would even be. Probably just a selfish thing to do.

The only place I thought I could share this with is reddit so hopefully some of you guys know the feeling. It's really depressing but I'm trying to appreciate the fact that life can even make you feel this way, especially in a dream.

Keep in mind that the song itself sounded beautiful until I woke up and thought about the lyrics:

People person, banana person? People person
People person, banana person? Banana person
People person, banana person? People person
People person, banana person? Banana person
People person, banana person? Pear person
People person, banana person? Dog person

I don't remember the first part of the dream only what it led up to, where I'm being introduced to a daughter I never knew I had for the first time, if I had to guess she's something in between 6 to 10 years old, not sure.

in the dream, I kneel in front her, tell her I'm her Dad and she doesn't say anything but gives me a big hug, I then burst into tears.

I woke up pretty much then, feeling an immense sense of loss, it feels like I was given something wonderful and then had it taken away.

Anyone else have anything like this? I feel like I'd rather have had a nightmare than something that leaves me feeling depressed.

2 nights ago I had a dream about a girl I only ever met once she was at a friends party she was quiet but I could tell she had a personality as she kinda opened up to me towards the end showing me that she was very energetic and fun (hard to explain without sounding weird trust me). I thought nothing of her besides the fact that she was very pretty but so were a few other girls there. I never thought of her again until the night after the party I had a dream of her in my room and we got along really well, so well in fact that we were cuddling I can still weirdly feel the magic from the dream. We were doing dabs out of a rig and after her dab she laughed laying on my shoulder and we kissed which felt so warm and I felt it for a split second after I woke up. After I woke up I was confused and sad, I felt I lived a who year that was a lie and it took me a couple hours to get over it. I know this sounds like an average cringe worthy r/teenagers post but this dream really fucked me up. If anyone has had similar experiences or comments as to how I can improve from this please let me know.