A hink pink for "cry or yell in a nightmare" could be "scream dream." In hink pink puzzles, the goal is to find a pair of rhyming words or phrases that match the given description. In this case, "scream" rhymes with "dream" and both words relate to the act of crying or yelling in a nightmare.
dream scream
boo-hoo
brief grief
seal squeal
The rhyming word pair for cry or yell during a nightmare is "sigh" or "shell".
cry lie, wail tale
Loon's croon.
wail tail, cry lie, tearful earful
rebel yell
Rebel yell
yell at her. simple
yell