To answer your second question first ... "does having the blood outside in a clotted state cause any other harm to the body?" ... no ... this shouldn't be an issue for you, especially as your entry Hb was 138. The volume of the extracorporeal circuit of a Fresenius 4008S (= the same system we use here for all home dialysis) is somewhere in the range +/- 175 ml ... depending on the size of the dialyser. One of the ways we can manage high Hb's in dialysis patients (an occasional issue) is to throw out a set of lines without pumping back = in effect, the same thing. Extracorporeal circuits do clot, now and then, and other than the small drop in Hb (maybe 0.5 gm/L (max) that might result after volume equilibration, there should be no other sequelae.
As for the first ... why would the machine just shut off like that? There was no power failure! ... I am less sure I can help, unless there is an electrical fault in the machine itself.
I presume you know there was no power failure because other power-draw devices in the home (clocks, etc) had not stopped.
We do find, occasionally, that even the best trained home patients may occasionally hear an alarm for a problem (a line kink, whatever) that has correctly stopped the machine, but, after rolling over sleepily to mute the alarm by pushing the mute button, then fall back to sleep without either (1) correcting the cause of the alarm that stopped the machine in the first place or (2) restarting the machine.
People - particularly those who are very familiar with overnight dialysis and thus less anxious about the occasional sleep interruptions overnight dialysis can cause - can do sometimes dangerous things in half-sleep mode and do not always remember this the next morning.
Things to check - or have checked = your machine electrics, the functioning of your alarm systems, and the back-up battery.
My guess? ... your machine DID alarm - and stop - as it should have ... but that you (half asleep) did only half of the rectification job then simply didn't get round to pushing restart before you nodded off again! You wouldn't be the first to have done that and NOT remembered it the next morning.