I'm a Jungian dream analyst that also uses phenomenology, a scientific method that focuses on the precise nature of what is presented in the dream. The fact that the trigger for your dream is probably your father's death is very important. I've catalogued and dealt in depth with over 40 grief dreams on this site already, so I have a lot to compare your dream with. My reading of your symbols is also not the same as Ms. Biswell's. And you can still reward me for giving you much more insight that she has been able to do, just by rating my service as Excellent so your money goes to me instead of her. (But even if you don't do that, and you certainly don't need to, I will give you this interpretation, because you need it, and I see it all clearly.) So here goes.
Driving through a tunnel: Your car represents not your body but the extra metal skin and mechanical power that propels you through the civilized world around you at a speed that is not commensurate with the actual forward movement of your soul. The tunnel represents a passage underground, a turning-inward-depressive reaction to your father's death, the process of grieving. You have rushed through that without taking off from work, so work is stagnant (because your inner center is), and you have not walked thru the tunnel, so your grief process is nowhere near completed and ready for you to reenter the upper world of daytime activities, whether shopping or work. But you're living according to the reqjuirements of your workaday world, so you "carry on" anyway--but the dream is showing you that it's not what works for your center--or soul.
So you emerge, park (as you normally might stop temporarily in one of many spots with no significance in themselves, and promptly start jogging (so you're still not going to slow down enough to get in touch with the walk of your soul through the inner tunnel of images rising from your entire past relationship with your father. And in contrast to what Ms Bissell interprets, your waking ego is paying attention to the rapid ticker in your body, as if you were a racehorse that has to stay in top condition, keeping your body in shape, when it's your soul that needs to accept its downward journey in grief in order to make its peace with his death, where "melancholia" would be the normal reaction, rather than obsessively maintaining waking-worldly life like a marathon-training schedule.
SINCE you don't stop for a minute when emerging from your metal-encased speed- machine, this Civilized-Mechanized defense against slowing down and kneeling down to experience the depth of your connection with your father and your loss promptly roars up to "escape the surly bonds of gravity" altogether [see John Mayer's great blues-waltz: "Gravity-'s try'n to get the best of me. Gravity-'s try'n to bring me down."] And the result? The cargo-jet (carrying massive baggage--perhaps all the things that mattered in your life-with-him) crashes into the tall building (simulating the worst public wound to American pride, wealth, power & exceptionalism ever seen); and you PROMPTLY turn away & run away in a vain effort to NOT SEE it. But your projected escape into the sky above the earth that now bears the remains of your father has failed. You can't resist looking back after all--to see this structure representing your pride is collapsed and gutted:
Does the destroyed building symbolize the toppling of your admired father to you?
So now your day is over, but you can't find your car. (In fact your Higher Power wants you to stop racing around so you'll have a chance to deal with this extremely important transition in your life--the one that was imaged as going thru a tunnel of grieving before you'd be ready to emerge into the light of a new way of living your own life after integrating the value of the life you shared with your father.) Your dream ego has been trying to avoid slowing down and going down to embrace the grief process throughout this dream, but it takes until the end for you to finally run out of your avoidance strategies.
Now the last symbol is the surprising one that your key won't find your "grey" car (ordinary? or sad and dreary?--tho I guess it's your real car's color?) What you get instead comes via "car alarm" which seems like a wakeup call of sorts. But RED? What does the RED feel like to you? PWASSION? A passionate echo perhaps of the flames and explosion that gutted the tall building? FwLASHY "hey look at me--I'm a hot woman!" Could it be that you're unconsciously seeking a romantic&sexual passion as your last-ditch effort against sinking into what might seem like a bottomless-pit depression (opposite to the skyscraping buiilding) if you let your father-grief get ahold of you? (That's what Marlon Brando did in Last Tango in Paris to blot out his grief over losing his wife. Sex/love and death can be close bedfellows.) Or RAGE ("rage against the dying of the light" as Dylan Thomas yelled at his own dying father to do.
Or is your alarm-car's appearance a special combination of many emotions that red can symbolize to you?
If you're actually going to take your Higher Power's advice in this dream and let your grief "slow you down and bring you down," perhaps a good way to do it wisely would be to make a 1.5-2hr appointment with a grief counselor or even a psychological therapist with the depth to understand dreams like this one. Wait! you don't need dream interpretation depth to have a good grief counselor; and even a hospice or other weekly grieving group could be a very good way to take time out of your speed-up work-life to give your loss and your father the attention they deserve. For you CAN slow down and honor this transition for a few hours once or twice a week and build structures into your time management so you can continue some of your hectic pace AND honor the bigger picture of your soul's progress in life.
Now instead of trying to finish our contact with this dream, you could also approach me through skype dr.norman.brown or thru another question addressed to me on this site or Relationships here and have a try at sharing your grief with me. But others can read what's written here, so it's not intended for real personal counseling and therapy.