How to go about having a dream sequence without having it scream DEUS EX MACHINA

I'm writing a horror story and whenever I do this, I usually get nightmares just from having my mind in such a dark place for so long (I try my hardest to get into the character as much as possible while writing) and had one last night that I feel would truly scare people, but it was quite the twisted dream (think about an hour into Hellraiser or the "dark world" of the Silent Hill franchise) and the story has nothing like that, so I figured out a way to get into the dream, but not a way out of it without the reader wanting to hunt me down and kick me in the throat for using the tired old cliche' "it was just a dream" (Deus ex Machina is latin that roughly translates to "god of the machine" and is used to describe stories that go through something only to reveal it was either a dream or a simulation, kind of like Total Recall or FFX)



so can someone help me out? if more details are needed I'll provide them, I just don't like revealing too much about something I write because it usually stops me from writing more to it...it's weirdHow to go about having a dream sequence without having it scream DEUS EX MACHINA
I always think the scariest scenes happen in the mind. May not be possible for your context, but what if someone was under a lot of pressure, stress, and was already having nightmares that you don't describe. Could the next step be a waking sort of nightmare - almost a temporary descent into madness type of deal??