The Nightmare between The Moon & The Star

This is not a story about the Moon or the Stars. This is the story of The Nightmare. A dark entity that prowls the night, its presence heralded by the Moon and the Stars.
The night was still, the air hung heavy like a blanket. In the darkness of the night, the moon and star shined down in beautiful spectacle. The Moon, shining brightly in the sky, bringing light to the darkness. The Star, a brilliant, celestial body that guided travellers safely across the night.
But as the night deepened and the shadow's touch grew stronger. In the distance, a shadow moved, slowly crossing the threshold between darkness and moonlight. Beneath that light, a more sinister presence lurked in the shadows. This was the Nightmare. The Nightmare, a creature of darkness and despair. The Nightmare cast long, dark shadow over the land. The Nightmare's form was hidden in the darkness, but their presence was unmistakable.
For now, The Nightmare was the master of the night. The Nightmare gaze turned towards the sky, where a Moon and Star burned bright and pure. The nightmare wants the moon and the stars to go together and keep up. If the Nightmare had chosen you, there was no escape.
Who's The Nightmare?
Who's The Moon?
And who's The Star?