NightScape (2015)

In a very Lovecraftian setting, a young woman named Adira is haunted by vicious and vivid nightmares, with psychiatrists failing to find the cause, and her sanity beginning to wane. But a malevolent entity with sadistic intentions begins to make her dreams blend with reality and she herself has to face this nightmare, not realizing that this is one Nightmare she might not wake up from.