I had a dream a long time ago where I basically went to the gates of hell. It was so frightening that basically my life since then has been a definition of running away from it. The two things I got from it basically were "don't even joke about hell" and "hell is essentially an equivalent of your own mind turning on itself and instead of working for your own self interest at it it's core it works against it".
Some of the dreams I had slightly before this time were similar to what you said the other client had. I would have dreams where I was half awake where I was sleeping but demons were coming up out of the shadows etc. Eventually (after the gates dream) I had dreams where I would chase down demons, reach in to dark rooms to grab them by the neck pull them out and bite them on the face. I essentially became nightmare and that's around when I stopped having nightmares.
It was about 2 or so years after that I had a nightmare and basically it was just getting stuck in an empty room, void of anything and not being able to force myself awake.
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