I just looked over 'Dan meets Cyra' sequence (999-1004) and noticed something.
Dan had a nightmare about Regina belitting him just before Cyra jumped in his dream. It's pretty clear that noone was putting the Regina dream in his head except for himself. So we have a precident for subconscious/superego causing nightmares, rather than an outside entity.
My vote goes to Abel causes Abel's nightmares.