WHAT LEVEL IS YOU CAMPFIRE.........

izabellatrix wrote:

Make sure you collect all the nightmares that are already in your town FIRST, before collecting the ones from the campfire.

And there is another tip:
Nightmares in the bank change to whatever story is actually being told, at least to an extent.
So, it is wise to change the story immediately after leveling up the camp. By doing this some "old nightmares" in the bank change to the new ones, that are needed for the new story / level up.