You´re not sick at all. I share the Vampire fetish with you (though mine ends with being bitten and sucked empty), and a lot of people I know do the same.
Having the fantasy of being tortured/killed is not that unusual, either. I´ll ask hubby for a few page recommendations (I am more into stories than films).

As long as you don´t take it to reality, there is no need to worry at all. Stop feeling ashamed or weird, it takes out all the fun. I agree that sharing your fantasies with likeminded people would help a lot (it helped ME a huge lot to realize that there were not only other people having the same fantasies as I, but were actually LIVING them with their partners! *lol*).

While I heard people say it´s no good to analyze too much, I like to analyze myself quite a bit, and came to think that this death issue is resembling complete and absolute submission. At least in my fantasies it is being done by the one who loves me, and I give my life as a gift.
(This will of course prevent it from happening, as he does not want to kill me, and I would not want him to go to prison for fulfilling my fantasies.)

Use your fantasies in your play; you would quite likely enjoy breath control a lot. Even if it is done by an experienced person, and you basically KNOW he will not REALLY kill you, it can be very scary and oh so hot :-)))