I get “shot in the head” dreams strangely frequently and I imagine the sensation involved in those dreams is fairly realistic. Not that I would know, having never been shot, but I always recall a sensation of my head being too “crowded” with the bullet in it. Moreso that than pain.
It never kills me in the dreams. I fall and I’m helpless and my vision disappears, like you said, but I’m not dead.
But I have died in a dream and I’m still here to talk about it (referring to your tag).