At this age, their cognition and imaginations are changing.
Emotions too.
So keep that in mind.
At this age, emotions for example, are not even fully developed.
At this age, a child doesn't even know, "how" they feel, and they don't have the ability to communicate HOW they feel in an accurate way. Many don't even know... the "names" for feelings yet, either.
So all combined, this makes it hard, for kids this age.
Plus at this age, many expect them to act all "grown up" even if they are just 3. The adult expectations of kids this age, often exceeds, what the child really is, Developmentally.
And at this age, they do have nightmares. Regardless of what they watch or not. It is developmental based.
For a boy, it is very important that they learn how to express themselves, and that they are allowed, to. Otherwise, they become pent up and will never learn, how to express their feelings.
I have a son. I always taught him its okay to say his feelings etc. For example.
He's going through an age related phase. Sleep and naps, per kids, are never static. It always changes.
As an adult, we need to remember... that we ourselves do NOT still sleep the same way, we did as babies or when we were children. It changes. Some days we are tired, and need to nap. Some days we don't. But the key thing is to know our body's cues.
You can help teach that to your son. I have taught that to my kids, since they were toddlers. So that... as they got older, they would KNOW... themselves and their body's cues.
And just chat with him. Let him just say whatever is on his mind. Just doing that, will help a child develop communication and how to... say how they feel and "explain" things to their parents.