The Handmaid's Tale

In the near future war rages across the fictional Republic of Gilead and pollution has rendered 99% of the population sterile. Kate is a woman attempting to emigrate to Canada with her husband and daughter. While attempting to take a dirt road, they are caught by the Gilead Border Guard, who orders them to turn back or they will open fire. Kate's husband uses an automatic rifle to draw the fire, telling Kate to run, but he gets shot, Kate gets captured, whilst their daughter wanders off into the backcountry confused and unaccompanied. The authorities take Kate to a training facility with several other women, where they are all trained to become a Handmaid, a concubine for one of the privileged but barren couples who rule the country's religious fundamentalist regime. Although she resists being indoctrinated into the cult of the Handmaids, mixing Old Testament orthodoxy and misogyny with 12-step gospel and ritualized violence, Kate is soon assigned to the home of the Commander and his cold, inflexible wife, Serena Joy. There she is renamed "Offred" - "of Fred".
Her role as concubine is emotion-free, as she lies between Serena Joy's legs while being penetrated by the Commander, in hopes that she will bear them a child. Kate continually longs for her earlier life, and is haunted by nightmares of her husband's death and daughter's disappearance. She soon learns that many of the nation's male leaders are as sterile as their wives. Serena Joy desperately wants a baby, so she convinces Kate to risk the punishment for fornication â death by hanging â in order to be fertilized by another man who will make her pregnant, and subsequently, spare her life. In exchange for agreeing to this, Serena Joy provides information to Kate that her daughter is alive, and shows a recent photograph of her as proof, living with another Commander. However, Kate is told she can never see her daughter. The Commander also tries to get closer to Kate, in the sense he feels if she enjoyed herself more she would be a better handmaid. The Commander gets Kate hard-to-obtain items, and, having realized her background as a librarian, allows her access to his private library. However, during a night out, the Commander has sex with Kate in a manner that is probably not intended for pregnancy. The other man selected by Serena Joy turns out to be Nick, the Commander's sympathetic chauffeur. Kate grows attached to him and eventually becomes pregnant with his child.
Kate ultimately kills the Commander, then is taken away by a police unit. She thinks that the men are the Eyes, the government's secret police. However, it turns out that they are soldiers from the resistance movement, which Nick, too, is a part of. Kate then flees with them, leaving Nick behind in an emotional scene.
In the closing scene, Kate is once again free and wearing her own clothes, but facing an uncertain future. She is living by herself, pregnant in a trailer whilst receiving intelligence reports from the rebels. She wonders if she will be reunited with Nick, but expresses hope that will happen, and resolves with the rebels' help she will find her daughter.

Question: Kate is haunted by nightmares of her husband's death and what else?
Answer: Her daughter's disappearance.