Sounds like that all has really got you shaken. Hang in there. It's probably good that it's coming out in your dreams.

I had two thoughts when reading your post.

The first was about the nature of depression. Some people say that depression is "anger turned inwards". Why would anyone turn anger inwards? It could be because the anger is so big it's scary, or so deep it has no appropriate social outlet. Dreaming about shooting people harms no one and does release stuffed anger a bit while bringing it to the surface where you can notice it. If you could discuss these dreams with a therapist for awhile it might really help you during the day. When I first got into therapy (decades ago) I had dream after vivid dream of beating up my mother or brother. Over and over I had these. I never do now.

The second thought I had was that there's a lot of understandable fear in your post. Times are scary and young people DO face new challenges and difficulties that lead them to despair. I think fear is a normal response to uncertainly and tragedy. Death of a peer, not to mention two peers, would scare anyone and perhaps come out in dreams.

Hang in there. Are you in therapy? Have you talked to anyone about your depression? A lot can be done so that you don't have to suffer and can sleep better. Come back and tell us how you are doing and best of luck to you.