I have had nightmares since I was 10 or 11 years old, they aren't as common as they used to be, although I have been having a lot of stressful dreams lately. Even dreams that don't even sound remotely terrifying can have me sleeping with the light on. Lately I've been so exhausted that when I have been woken up by a phone call or something I want to go back to sleep and am frustrated that the dream ended. The other night I had a dream that all the women in the neighbourhood had to be be-headed, including myself, so I had to leave my house behind and my pets to starve to death. My alarm went off and I was angry that I had been woken from it. Isn't that strange?

As for your dreams being related to stress, anxiety, depression- I do believe it's true. My recent stressful dreams have been happening because I've gone through this phase where I don't want to talk to people or see anyone and it was bugging me that nobody cared I was down.
I also have (although I haven't had them lately) dreams that I call my stress dreams, a specific topic that will reoccur when I am stressing about something. They used to be about my mother and her boyfriend, then after a few years it changed to my mother starting to drink again (I think it was my subconscious fear at the time, so when I moved on from one it changed to the next).
Are there any themes that reoccur like that? Ty and look at when they occur and any specific themes that occur at certain times, it might give you some idea as to why these dreams are happening.