sad to hear you are getting the bad dreams. like RCC said, death doesn't mean death, so maybe you are just thinking about the change it will bring to your life. I know that doesn't make them any nicer to endure *hugs*
I have only had 1 nightmare whilst pregnant... and that was the night after walking to my midwife (one of my best friends who is also preg) who as asking me about them because she gets them every night so bad she can't go back to bed, so I had one that night, after obviously thinking about them a bit. I always have intense dreams though, even before I was pregnant, I would remember multiple dreams every night, so maybe I'm just use to it.

I have no idea if this would work..but can you try having a nice soothing cup of chamomile tea or something before bed, make a little bed time routine for yourself that involves being peaceful and calm and soothing, and maybe will make your sleep the same?