I have experienced sleep paralysis at least once a week for about 9 years now. When your nightmares become as vivid and real as your waking experiences, it can be the scariest feeling in the world. Every once in a while I still find myself waking up with no idea if what just happened was real or not. Generally, they are referred to as "vivid dreams", just as you described them. Do they happen after your sleep paralysis, when you are trying to go back to sleep? I have found it helpful to force myself to sit up, or walk around before I attempt to fall back asleep.
But if you still cant avoid them, there are some useful methods that can help you tell if you're dreaming, and act as a safeguard against those dreams within a dream. (I know it sounds crazy.) It requires some practice. For example, have you ever tried to reading while you were in a dream? If you suspect something is amiss, try finding something to read like a book cover or a digital clock, look away for only a second, and then read it again. The text will have changed if you're dreaming, or sometimes it morphs right before your eyes. I have no idea why this works, but it does for many people. Once you're positive you're in a dream, they become far less scary, and can even be enjoyable if you can turn them into lucid dreams.
I suggest you look up the book "Wrestling With Ghosts" by Jorge Conesa Sevilla. It is packed full of information on sleep paralysis and vivid/lucid dreams, presented from a scientific perspective. He describes this reading method, along with a few others that can help people overcome their fears of sleeping.