Yes, Zytiga (abiraterone) can potentially cause nightmares.
Nightmares are listed as a possible side effect of Zytiga, specifically under the category of effects with an "incidence not known". This means that while they have been reported, the frequency of their occurrence is not clearly established.

When I switched from abiraterone to a PARP inhibitor I had nightmares 5 days in a row, told my oncologist let’s switch to Darolutamide instead. I had not had nightmares since I was a kid, And they were never as vivid as those I was having with the PARP.