Getting back to an old point, I've defined the missing 3 Ranked Nightmares.

Rank I: The Despair of Liebea Palesch
Rank II: The Innocence of Polaris
Rank III: The Fear of Mana Lindis
Rank IV: The Sadness of Mina Violet
Rank V: The Suffering of Kuro Suzaku
Rank VI: The Loneliness of Seraph Strut Artwaltz
Rank VII: The Insanity of Flandre Scarlet
Rank VIII: The Failure of Cookie Toadstool Hinanai
Rank IX: The Incompleteness of Anna Ametrine

Yeah, defined Anna as the most powerful Nightmare.