Cryptic crossword clue
Obscure milieu for a Greek tormented by nightmares 9

The most common and most likely answer to this crossword clue is the 9 letter word HAGRIDDEN

I've seen this crossword clue in Financial Times
H
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The straight part
We know that "tormented by nightmares" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case tormented by nightmares = hagridden.
The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.
This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.

Crossword Answer definitions

HAGRIDDEN adjective
  1. Tormented, harassed or worried
  2. Overburdened by fear or dread

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