I had them too, before my thyroidectomey. Before I was diagnosed with hashis and wasn't taking meds yet, so I would have been hypo at the time and mine would be daydreams as well. Driving down the road, I'd have this awful little daydream going on while I was still watching for other traffic or deer or whatever. I'd be driving and realizing that my face was wet with tears and then I'd shake it off and go on. Some of those were very intense and sometimes downright awful. I have not had them since TT and being on meds.
It kind of makes you think you have become some monstrous sort of weirdo somewhere along the way.
I had them when hypo with T4 med.
Whether it was a coincidence...I dont know.
But as soon as my levels stabilised, so too did the nightmares go.
Hope that helps.