That TAR is basically a transition world between the real world and the "soul pool" outside of time, which the DO naturally can't reach (otherwise he had always access to all souls). Since TAR is closer to the soul pool, it makes sense that the DO normally can't grap souls from there, like he apparently also can't take the Heroes or the dead wolves. This is also supported by the fact that TAR and the Blight are separated.

The DO can still provide people with TP gifts, which can be used in TAR. I also don't think that the DO increases nightmares in TAR. IIRC, only the Forsaken could do this. The DO twists the reality of the real world, so that there appear nightmares in the living world, so to speak.