I find this very interesting. The repeated emphasis on dreams and fantasies in the comics does suggest that dreams will be important at the end. Besides TLWH and Always Darkest, there's Buffy and Willow discussing their fantasies in Anywhere But Here (and Willow chastises Buffy for her first fantasy being too generic--suggesting that even the fantasies are to some extent for show), No Future For You with Gigi willing to do anything to end her nightmares, Time of Your Life with Harth having Fray's slayer dreams.

I don't think this will go the route of "it was all in Buffy's head," but I also agree that the comics (and show, as you point it out) are constructed as an exploration of her headspace, so that while the characters have their own agency etc. they also reflect on Buffy constantly. This is true of Angel as well.