How do you achieve a deep meditative state while remaining mindful?

Ive gotten particularly good at mindfulness meditation and im able to hold concentration whether it be while relaxing or walking around quite well. However i know that for proper trance type meditations im supposed to be able to remain mindful during deep states that border on sleep or at least have the same general brain functioning as sleep. However once i get to a certain point dreams start taking over and i cant help but become distracted and despite still being "conscious" im unable to focus on my mindfulness. My ultimate goal is to be able to reach REM states or the equivalent of in meditation while still mindful. I need adviceeee!