I mean, he went to sleep again and maybe forgot about the nightmare, which is the more natural cause. You wake up, get distracted (by Anya / Jane in most cases) then go back to sleep. I don't remember most of my dreams, especially not after falling back asleep, they're just a lot of possibilities here. He could tell Lucy about the nightmare in the morning, but when I start to include every little detail, every day, every hour, every minute into the game it gets quite bloated. You have to set priorities and decide which scenes are more important. What could Lucy answer to him regarding the dream? Nothing in particular, he didn't recognize Lilith, so he just could tell her about a weird dream. The player might recognize Lilith, but MC doesn't, he's never mentioning it once after waking up. Anyway, enough theory talking, just my two cents about it as the creator of that scenery.
Try to play with this setting in the options menu to get the icons to show up:
View attachment 4549295
I'm aware of the calendar app crash, it's because I inserted every date myself and didn't put in any dates for 2025 (in-game 2023) yet. This will be fixed in upcoming versions.