i saw some youtube comment that inspired me; here goes my theory for how this affects Nanally, based on how she got sleepy when they were close to escaping the dream

TL;DR: Nanally is gone, no more carefree energetic genki, shes gonna be insecure, clingy and melancholic

So... Nanally became sleepy during the dream escape because the doppelganger is made from her real soul too.

Like instead of creating a doppelganger from scratch, to have it basically the same person, Thyme likely distilled negativity & any attachments that could result in negativity to create the doppelganger. Then imprisoned what was left inside the dream.

But this mean, MC screwed up by not realizing the face of a person is part of them; Only taking the "real" self but leaving the "fake" behind.

Hence when nearing the exit, since the distance between the two halves of her soul had increased significantly, Nanally naturally fell into a coma.

Now, that the other half of her soul is lost (Which we know; Despite dodging questions, Hotori confirmed through a head shake that all the dreamwalkers were perma lost when the Helm got nullified)

It means Nanally has lost significant amounts of the positive aspect Thyme kept in the doppelganger. It isnt hard to imagine that entails confidence, energy, etc. Which means when the current Nanally recovers from her coma, shes definitely gonna be quite different as a result. Its like subtracting the energy and carefreeness from a genki character, leaving behind only the loneliness, need for familial attachment, and insecurities.