Not when you are awake.
Nightmares have never been proven to kill anyone.
Falling dreams and dreams that shock you awake are usually due to a suppressed heart rate and the brain needing an excuse to get the blood pumping...
Some have theorized that it's possible for a night terror to scare someone to death... but it's never been proven.
Panic feels like suffocation. Normally the body passes out if it goes to far and normal breathing is restored as the parts of the brain capable of panic are shut down. If the body is not healthy this can still result in death though the health shortfall will be blamed.
Perhaps her dreams were reflecting her body's behavior?