Hello. Even though life is going well for you with no major issues to speak of, maybe there's a part of you that is actually quite afraid that things will go wrong or maybe you dread the onset of the depression - which then trigger your nightmares, I'm just guessing. For me, my nightmares and sleep paralysis stem from certain core insecurities - according to my own analysis.

Sorry you're experiencing these night terrors, but hang in there and keep trying to iron it out. All the best.