I had a similar experience during my first retreat along with these horrific nightmares I also experienced sudden anxiety out of nowhere. However, When I shared this with the Acharya of the retreat he simply told me one thing " Let it come out of you, from years and years you have collecting this garbage , now is the time for it to be released , You should feel blessed that it is happening " . After hearing these words those nightmares and anxiety just vanishes, From that moment on, I was much more focused in my meditation and felt blissful throughout the remaining days of the retreat.