From what I get, I can shoot stills while filming but I get only JPEGs?

Are you saying that you can take stills while shooting video or asking if you can?

I think I can, but instead of RAW, while filming, I got JPGs. Am I dreaming?

Definitely you can take still shots while recording video, unless you are in cinematic 4k and 60 fps. any other mode allows taking a still while recording but the still is saved as JPEG regardless of my settings.