Will you make to the Tetra-Corp HQ?

Are you collecting ALL (or as much as you can) of the nightmares that are already in your town FIRST, before clicking on the campfire? This is what you have to do, otherwise you'll miss out on a LOT of them. Basically, you want to avoid getting the message saying your town is overrun, because that means you've lost out on some nightmares.

Pick a spot in the middle of town, and wait for them to accumulate. Once you notice there's no more gathering around, THEN go and collect from your campfire.