With Reflexology, we encourage the body to heal itself. This also can be a very emotional time for the clients, as it also helps release any pent up emotions which could be holding the client back from healing.
The nightmares are just one way that your client is releasing these emotions, others cry during treatment, and some sleep for ages or are completely the opposite.
Everyone re-acts differently.
A suggestion would be, if its really bothering you client, to write the nightmare down, and then rip up the paper, if its something that cant be discussed or they dont want to talk about it.
As a reflexologist, many therapists will acknowledge the fact that a big part of our service is to LISTEN to clients. They like to unload. Its almost like counselling sometimes!
But, be sure to put the nightmares in your case study, its good for you in that respect!!!
Hope this has been of some assistance, Im sure others will be along to add their experience.