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All Nightmares get +1/+1.
{B}{B}{B}, Pay 3 life: Put target creature card from a graveyard onto the battlefield under your control. That creature is black and is a Nightmare in addition to its other creature types.
When Chainer, Dementia Master leaves the battlefield, exile all Nightmares.
The creature put onto the battlefield by Chainer’s activated ability is black only, not black in addition to its other colors. It is, however, a Nightmare in addition to its other creature types. As it enters the battlefield, it is already a black Nightmare (and perhaps some other creature types); it doesn’t enter and then become a black Nightmare.
