I wrote a story that I intended to be a one shot with three main characters, mainly to play around with a certain object within a world that suited it. When I was about where everyone was supposed to die, I realized that one of the characters had something I had a hard time writing; a personality. With a few quick adjustments and some plot changes, the three MCs escaped to a safe house. Once there I took the opportunity to look over the story a bit more. I could tell that the world wasn't going to work for the character, so I decided to do an It Was All Just A Dream. Yes I hate it too but the new world is much better for the story and not apocalyptic.
And then this is where the first chapter ends, so I have a few ways I can go with it. I can take this new character to a new story, change the name, and go from there or I can kill the other two MCs and keep going in this new world.
The main thing that I'm worried about if I kill everyone else is that the story ends, because it's first person POV not from the POV of the character I want to keep. If I move the character into a new story, I feel like something is going to get lost in the transition when I change something.
How do I keep this character while still making a good story?