Huh? No, I completed both of those events. Isn't the nightmare event Lizard's Treasure? That's the one that mentions a mysterious enemy. But it mentions it *in the ruins*, which don't exist if you went for bad end on Curse of Lust. Or I guess more accurately... there's no one there. You can still go there, technically.
It's definitely possible that using saves across several versions has messed something up.