Seras’ story, and the scan in the first panel, is from volume 7, chapter 4. Shine first referred to these nightmares all the way back in ’05. (This arc has been waiting in the wings for a long time.)

Seras (narrating): It was my father they were after. He was a cop. You make enemies. They shot him first.

My mother told me to hide in a closet. She made me promise to stay there.

That’s how my worst dreams start. With me being shoved into the dark.