More often than not, my dreams create a lot of anxiety for me. For example, last night I dreamt I was trying to get away from a bomb about to go off in the middle of the small town where I'm from. As always, I run as fast as I can although it never feels fast enough. Then came the second part of the dream. Out of nowhere, I had some generic bad guy order me to my knees as he yelled at someone else. Then he turned his attention to me and told me to get into a car and drive off. I didn't want to get in the car as I knew it was rigged with a bomb, but he had a gun, so I had no choice. I drove for a few blocks then the dream ended because presumably the damn thing blew up.
The dream is kind of funny as yesterday I watched an episode of Criminal Minds involving a school shooter who also had a bomb on him. But yes, I have a ton of dreams where I'm being chased by someone or something. Or in this case, I have to do something and I'm terrified but I have no choice. I've been stabbed, shot, kidnapped, drowned, etc. I wish I could get an expert to weigh in on this. I mean, I wouldn't complain if I had at least one dream where I win the lottery but noooooo.
Dreams always speak to us in a subconscious symbolic language. If your dreams circle around being constantly hurt/killed throughout the months, there must be a psychological trigger. Try to find it.
Before you sleep, try to listen to calm music, which will help slowing your heart rate and lower levels of stress hormones.