Have you ever gone to the Lizard tribe's celebration yet? I'm not sure about the order of nightmares but I think you need to finish Lizard's treasure event to get it.
Sorry for the delay, I'm almost sure you don't need that: you need to study "mind protection" and go to the old witch that will say she'll send a raven when it's time. Than unlock the orc's village, sleep at your home, you'll receive the message from the crow, talk to the witches and do some stuff if you want their help, an than you'll have your last nightmare at home.