Costly sir, I'm glad to see you made it to the weekend I was waiting to read your dreams
I as much as anyone know how frustrating it must have been to have a dream
about lucid dreaming and still not get lucid off it. It always makes you feel stupid but it happens to me all the time, trust me.
What I would suggest is you seem to have your focus on the physical aspects of reality checking, rather than the mental. I'm not sure if I've said this before but it's worth taking note of again anyway: If you need to RC you need to be thinking in your head about whether the scene makes sense or not. The RC itself such as the nose pinch is a mechanic that will just prove your doubts if you have them, the important first step to lucid dreaming is to develop those doubts deliberately.
What you need to try from here on, is when you RC you need to think things like
"Ok...I pinched my nose for a few seconds, now I can't breathe... I'm not lucid."
"Ok...I pinched my nose for only a second before letting go, I need to try this again to make sure"
"Hmm...my RC didn't work. But am I dreaming, how did I get here, can I be
sure this isn't a dream".
There is a lot of doubt in dreams, whereas IWL you will have zero doubts after RCing. Make sure that you are used to the differences by thinking carefully about why you RC, not whether the result is what you expected.
If you have more questions please ask them, because that dream is very very motivating, your mind is showing signs of wanting to lucid dream whilst you are asleep, it's time to reach out and grab