I always thought generally if you're doing any actions in your dreams which could possibly be happening in real life they don't happen the way they should because otherwise you would wake up and do crazy stuff in real life. Like if you screamed in your dream you'd wake yourself up and scream in real life. (There are some exceptions, obviously as people do sleeptalk and sleepscream). And same thing with if you're running in your dream and you aren't getting anywhere...

I don't think the screaming necessarily has anything to do with anything...but the fact that you continually are having upsetting dreams could mean something. If it's a familiar incident then it could be PTSD symptoms or something similar.