Diana - First of all it isn't true that if you die in your sleep you die in reality. I have died several times in my sleep, and have dreams of several other people who have died. You are not to be afraid of this. Your daughter and you are connected unconsciously, so any worry about her will in a small way influence her.
And yes, while we sleep we can do all manner of things. Unfortunately it seems as if your daughter has a lot to worry about, unnecessarily. But that doesn't take away the effect it is having on her. Tell your daughter that if she keeps on worrying and imagining awful consequences she could easily carry on scratching her wrists while asleep. Then when she sees the marks she will worry all the more. Isn't there anything she believes in - a strong figure or holy person she could find shelter in?
Pray for her.