Axel suffered from a lot of nightmares and night terrors when he was younger, and unfortunately he still suffers from them, but not as frequently.
Axel couldn't sleep without feeling terrified of the cult finding and taking him back. It was to the point that he wasn't getting any sleep.
He feels security and safety around Lada and Val, so he co slept with them for a while (along with Rosie in her crib).
Axel often feels like a burden, his screaming and panic state keeps everyone up sometimes... which results to him, now that he's older, to either not sleep or to keep himself quiet when he wakes up from a nightmare.