I don't control when a lucid dream happens, it's always a dream induced lucid dream for me, but I can relate to some of what you are saying because, when it ends, I wind up in a place that is neither here nor there and a lot of weird sensations happen. If I relax I can 'get back in', but, if not, I too can get "thrown into a closet" (so to speak ) or just tossed around by a weird 'entity' . And sometimes I get a false awakening, but just can't stay up and keep 'falling down' all the time. When successful it leads to the most vivid of all lucid dreams I have ever had, but if not, I still like to think I learned something and become a little more familiar with it.
Anyway, it sounds like you are having a lucid dream from the get go, or a WILD, as it is called. I mostly have DILDS, (which sound likes a naughty, female, pleasure device...), but it isn't. All I'm saying is I get most lucid dreams from already in the dream state and only rarely experience 'falling down' or 'being thrown into a closet'.... (where all the DILDS are kept!).
I forget where I was, (my mind went off on a tangent for some reason)... but I hate this termanalogy. What I am saying is: I can relate to the FEELINGS you get. I have had those too.
If we all lucid dreamed this world would be a better place.