Well, I don't legit believe they have demonic causes, I'm just saying most of the time when I've had them, they were nightmares with demons and they felt ery different than your average bad or scary dream. But sleep paralysis (like that) for me as always been right before waking up--I'm not seeing things while already awake. And like, I might be able to move in the dream, but what usually happens is I'll feel the presence of the demon appear and suddenly my throat closes up and I'm struggling against its hold. But the second I open my eyes full mobility is restored. No one ever talked to me about these kinds of nightmares before, so I wasn't sure what to think of it the first time I had one when I was 14. It's only been in the last year though that when they've occurred I was no longer afraid. Like my heart rate still goes up and my throat closes and I have trouble moving in the dream, but I close my eyes (in the dream) and slowly...slip out of it somehow. It's like after six years my body find those nightmares familiar and responds like "I've done this before."
Maybe my idea of sleep paralysis is different from what it's meant to be, but I guess for me the presence I feel when that occurs is very distinct. Especially after an incident one night where I was wide awake (I had the light on, I was on my computer) and I was about to go back to sleep and I felt the exact same feeling of a presence appearing as I did in those dreams, except that maybe it didn't feel as overwhelmingly menacing. But I felt my hate rate explode before I even quite realized what happened and my muscles tightened and I knew I wasn't alone in the room. You know that feeling you get when someone else is in the room even though you didn't hear them walk in? It's like that, only 10x stronger. I didn't see anything though, it just felt like it was watching to see what I would do.
LONG STORY SHORT, I don't know what everyone else's sleep paralysis nightmares are like, but mine are usually like what I said.
Also, still say lucid dreams are fine.
Maybe you're thinking of when people try to do astral projection?