Dreams like the one you described can be quite intense and evoke strong emotions. They often reflect underlying fears, anxieties, or feelings of vulnerability in waking life. Here are some possible interpretations of your dream:

1. Fear and Vulnerability: The presence of an active shooter and the chaos at a public event like the Grammys may symbolize feelings of fear or insecurity in your life. This could relate to current events, personal experiences, or societal issues that weigh heavily on your mind.
2. Isolation and Helplessness: The dream's scenario where no one helps and the police fail to respond could highlight feelings of helplessness or isolation. It might suggest that you feel unsupported or that you struggle to find help in challenging situations.
3. Family Dynamics: Your mother and sister being present in the dream may indicate concerns or anxieties about your loved ones. The desire to protect them and the fear of losing them can manifest in such vivid and distressing ways.
4. Conflict and Survival: The Stockholm syndrome aspect represents a struggle for survival and the complexities of human psychology when faced with danger. It might point to your own coping mechanisms in stressful situations, or a struggle between self-preservation and loyalty to others.
5. Desire for Escape: Your urge to leave the US and seek safety can signify a longing to escape from current pressures or fears in your life. The act of seeking refuge suggests a need for safety and support.
6. Seeking Validation: The part where you sought help from figures like Elon Musk and Donald Trump but were dismissed may reflect feelings of frustration or a desire for recognition and validation in your own struggles.

In terms of advice, it might be helpful to explore these feelings further. Consider journaling about your dreams or discussing them with someone you trust. Additionally, if you find that these themes of fear or helplessness are affecting your daily life, seeking support from a mental health professional could provide valuable insights and coping strategies. Remember that dreams can serve as a mirror to our subconscious, offering clues about what we may need to address in our waking lives.