I know what you're saying sounds nuts, but I totally get you. I had the same experience.
A few years ago I was prescribed Lexapro to help with frequent anxiety attacks.
While on my prescription I had vivid, powerful dreams. About meeting and losing friends, loved ones, relationships beginning and ending. Some mornings I'd wake up feeling like I'd lived a lifetime in my sleep. And I'd feel emptiness when I realized that these things were just dreams.
I once woke up absolutely seething with anger toward my mom over what had happened in a dream and it took a couple of days for it to fade away. What she did in the dream had absolutely no correlation with anything she'd done in real life. My waking anger toward her was completely irrational. But it was still there and it still took time to fade.
Ultimately, I think these powerful dreams were very helpful to me because it seemed like my subconscious was able to work through a lot of things that contributed to my anxiety, and after a while I felt normal again - even after I stopped the prescription.
I would suggest you do the same - keep letting your mind work through issues. And keep in mind that your feelings are real even though what you dreamed about is not and that you're releasing stuff that's been bottled up inside of you.
Also, remember that increased depression and even suicidal thoughts are side effects of some anti-depressants and that if you're still not feeling better after a while longer then you need to go back to your doctor and try something else.