I have had bad dreams for years. Pray to your Guardian Angels to protect you in your sleep. Sleep with a Bible or Rosary on your chest. Wear a Cross, Scapular or a Sacred Medal on your neck. Make sure to be holding the Bible and Medal when you go to sleep.
Anoint yourself with Holy Oil or Holy Water before going to sleep. All of these things will make it harder for the devil to attack you.
Try to become aware of when you are dreaming. Try to pray in your dreams for help, or force yourself awake if you can. Pray to St Michael and pray the Exorcism Prayers often.
God Bless.
Hi SilverDragon,
There are some great ideas here posted by Inconspicuous, about using sacramentals to help you.
Also, I have mentioned this many times here on the forum, but when I have been feeling troubled, I have gone to Adoration before the Blessed Sacrament, or have gone to sit in church quietly before Mass started, just to spend time with Our Lord. I found doing either of those things to be very calming and comforting.
I too have experienced nightmares of a religious nature.
At one point, they were so terrifying and so disturbing, that I went to talk to my pastor about them years ago, because I really thought that they could be real–that something was really happening to me in my sleep. I would wake up in tears.
He talked to me about dreams and nightmares being symbolic for the things that are happening in our lives. Keep in mind that this was my own personal experience.
I am very sorry that you are experiencing these terrible dreams that are so disruptive to your sleep.
I am so sorry that you feel so ashamed about what is going on, too. Please don’t make yourself feel bad about this; it seems like you are doing the best that you can, to deal with the situation. We all fall down and sin, and when you do, you “pick yourself back up, and get back up again.”

That’s why we have the beautiful Sacrament of Reconciliation–it gives all of us chances to always start over again.
You mentioned trying to talk to someone about this? Do you have a Catholic Charities location anywhere near you? They offer low-cost counseling services.
Prayers said for you.
May God bless you during this really stressful time.