I’ve been looking into lucid dreaming to some extent for roughly a year now. It was only perhaps a month ago however that I really began looking in-depth into it, learning methods and really developing the skill (as well as discovering ld4all 
). Naturally, LDs have become much more frequent since then. While I still will only have a full-on LD around once a week, I recall becoming lucid to some degree (however small) almost every night.
I’ve run into a couple of problems recently however. The most recent being the very rapid dissipation of my dream upon becoming lucid. I’m talking about realizing that I’m dreaming, and everything around me immidiately dissapearing at an alarming rate before I have time to reach for my lucidity pills, spin around, or even rub my hands together. Occasionally I am able to partially retrieve the basics of the dream that I was previously in, but I will usually be at low lucidity, and the dream will be very fragile, which leads me to my next issue.
Often when I have fully stablized a lucid dream enviroment, as well as my dream self, it still will not remain stable for long. Ususally, it will take all my effort just to keep the dream scene from shifting, severely hindering me from doing much of anything (a variation on this is where I am too connected to my real body, and something as simple of opening my eyes in the dream will trigger an awakening). Similarly, even in a full-on LD my actual lucidity will begin to fade, grdually degrading to the point where I am in a vivid lucid dream, but am literally too stupid to take any sort of control (and eventually to the point where I am no longer lucid). Sometimes these two problems combine, in which case the dream is pretty much hopeless. 
Don’t lose hope, at least you able to LD. Try a shifting back n’ forth. Continue your vivid dream then LD, but not to extent where you awake. After LD’ing for as long as you can, then let yourself go back to vivid dream and rest your mind to dream normally as you can. Don’t let it go too far (unless you want it to), then realize it’s just a dream again as you LD. The more you practice this, the more likely you’ll have longer Lucid Dreams without awakening. Don’t stress too much about it- if you go back to normal sleep, that’s fine. There’s always tommarrow.
Ah yes, do you get the feeling that you’re in both the waking and dream worlds at once? This has been happening to me a lot recently; as soon as I realize i’m dreaming, I can feel my breathing, and I feel as if the slightest urge the open my eyes will cause me to leave the dream world.
Sometimes though, this fear will lead to false awakenings, and It is possible to salvage a dream once everything has gone black and you begin to awaken. Unless it is still dark outside and/or you’re pretty tired, the dream usually wouldnt last much longer because your body is ready to wake up.
I have a technique that is fairly effective. Keep the lucidness out of the dream, letting the dream progress as it wants to go. Eventually, you can influence it slightly, more and more as time goes by. I haven’t reached that stage yet, but eventually you should be able to be completely lucid and do anything you want in a completly stable and in no threat of collapsing from being lucid dream.
Ahh, I’ve been through that all too many times. The trick to solving that problem is autosuggesting the solution to yourself. By saying something like: “I will rub my hands together once I realize that I am dreaming”, or “Once I realize that I am dreaming, I will be calm and relaxed”. And when you`re saying it in your head, say it confidently and it WILL work. I had a string of 9 lucid dreams that went like that, and so I just added this in with my MILDing technique, and it fixed my problem. The other day I had a 4 minute LD, my longest. Anyways, good luck 