Is it Okay to Mind Screw the Audience in this way?

So with my latest project I'm trying to Mind Screw the audience and get them to question the reality of the story. One of the ways I'm planning to do this is to have a fantasy sequence where a character imagines they're killing someone they hate. The thing is, to mess with the audience, it's not going to be immediately apparent that this scene is a fantasy sequence. It's only going to be revealed to be a fantasy sequence when the character who was killed shows up alive and well. Here's the thing, is this really a fair thing to do to the audience? It seems to me like a cheap trick to show a character getting killed, only to then reveal that it was just a dream. However, I can't think of a way to hint that the character is fantasizing in a way that the audience will pick up on after the reveal. Thoughts?

Is a blurred line between fantasy and reality an ongoing theme in your story? Is this hallucination/fantasy sequence going to happen multiple times, or just this once?

If it's only going to happen once, I do think it feels a bit cheap and out of nowhere. One fantasy sequence on its own will confuse your readers, especially if it's written with no indication that it isn't real.

However, if there are going to be multiple fantasy sequences, or if the blurring of reality has something to do with the plot, I think you can pull this off if you are careful about it. Perhaps there is a symbol or a recurring image that shows up in the character's "fantasy" sequences (like a bird singing a specific song, a strange figure appearing in the background, some other little tip-off that the character is dreaming.) That way, the reader will have some sort of clue that the things happening are part of the fantasy. I wouldn't feel ripped-off or manipulated as a reader if not knowing whether things are real or fake is part of the theme of the overall story.

Well this isn't going to be the only fantasy sequence. There will be other sequences.

Then like I said, it's totally doable.

If it's typical, and readers are already made familiar with it, then it might be okay.

Including some terms reflecting the character's uncertain personal impression, such as 'I think' or 'he felt,' might help. Something like 'he felt himself approaching the target' is typically used in literature to stress the emotional importance of the moment, however you could invert this to imply that it didn't occur. Certainly, using an 'omniscient narrator' to tell it might seem problematic, unless you mostly convey the character's own perspective.