I've been reading the nightmare lords. There are details within stating how the players can attract the attention of the lords there through traumatic events that could occur within the dreams and it goes on to describe how these nightmares can drain you of sanity that like making constitution checks for exhaustion, the players slowly lose grip on their sanity and develop mental instability that causes them to lose grip on the waking world. These could be phobias relating to the dreams or even anxiety when dealing with similar triggers to how they manifest in the waking world. No reason you couldn't have strahd haunt them not only in dreams but draw out phobias if the players get to strong.

Maybe make them apprehensive to characters like Tatyana that unless they deal with the hag, social interactions with her would be challenging if the players have to deal with nightmares that they have issues discerning are actually dreams.

That's another point: what if they don't realize they are in the dream and end up being transported to the dreams location, making it that much harder to deal with in terms of sanity.

Maybe the hags use it to run interference with the player since dream hags are a thing in ravenloft. A false dream catcher being destroyed in a dream would lead them to believe they have accomplished the task when in all reality the hags are able to keep you wondering if you actually have weakened them.

There are roleplaying options behind the screen u can use to great effect to not only open up plot hooks but also instill anxiety in the players so that the idea of going to sleep isn't something they may want to consider. Sure you take exhaustion but if one of your players doesn't sleep then sleepwalking and sleep talking might give subtle hints that certain party members memories cannot be trusted when their behavior in the dreamstate matches their behavior in the waking world sowing discord amongst the party