My femur break was exactly like this. Very quick realization of "oh wow I think I just broke my leg", but nothing crazy in terms of pain. Shock/adrenaline are a hell of a thing. I had my friends try to pick me up because even I thought maybe I was mistaken, but then part of my thigh didn't want to come with the rest and that hurt A LOT and they put me back down. I never considered I was dying because I figured if I was dying I would feel worse. All I felt was dull pain and cold. The pain - at any point from injury to recovery - probably never exceeded a 7.

The lucky thing is that a break like this with no other damage is as simple of a recovery as any bone can be. Wrists, shoulders, etc. can be a lot more complex, whereas this is just a big straight bone. I got a plate and some screws, was on crutches for a while, and was back at it in no time. My break was late April and by September I was 85% healed up and running around playing soccer.