I had nightmares like that about my husband with my first pregnancy too. It's normal, it's all the hormones. Pregnancy is a difficult time and it brings up insecurities we would never even notice before.
I'm even having similar dreams now, only instead of my husband it's all the other important relationships in my life falling apart.
It'll get better and don't be afraid to talk to him about it.
I believe it's natural. I have them to and I read some articles about it and it says it's natural.