I can only wonder what abomination resulted from the combination of these three topics that prompted you to ask after all of them at once. One that I want no part in, of that I am certain.
What I will inform you of is this: you are correct in your supposition that Vaermina’s dominion is nightmares, dreams, and dark omens. She reigns over Quagmire, and is not on the best of terms with several of the other Daedric Princes. I have no knowledge of any association with either dragons or necromancy.
As for dragons themselves, dragon cults have been known to conscript members into serving as necromancies thralls in order to safeguard tombs of their priests and sites of their practice. I believe these are referred to as “draugr” in the northern regions of Tamriel, such as Skyrim. Dragons themselves are not a terribly common sight, so while information on their own unique magic is scarce, it would not surprise me to see thralls in service of dragons due to such precedents.
As for your final point, well… I assure you both dragons and necromancy are quite capable of inducing nightmares.