Nightmares could come from anything. Do you watch a lot of horror movies? Those often cause nightmares, even for people who love them. Try journalling your dreams, you may find patterns that you'll miss just thinking about them. You can use these patters as dream signs and help you become lucid. If you can become lucid during a nightmare, it's a great way to overcome fear.

Also, try another lucid induction technique, I recommend MILD coupled with WBTB.