Nightmares (2013)

From publisher blurb:

This particular installment of Exotic Encounters focuses on the nightmare, the classic mount of villainous characters everywhere. These flying, flaming horses of the lower planes have long captured our imaginations, but have rarely been more than a flashy way to get around, something that the nightmares in this book aim to change. The first offering, the dread steed nightmare (CR 3), can bond with its rider to make both more powerful, and offers a powerful ability to transform into living smoke, which can choke opponents foolish enough to fight you. The next nightmare is the dreamstalker nightmare (CR 9), which can breathe a cloud of dream-inducing smoke, and has the ability to poison or even enter dreams, to devastating effect. Finally, the harbinger nightmare (CR 15) is a potent omen of doom, and acts specifically as a champion of all that is evil, punishing good-aligned victims with fires of perdition and a horrible dooming gaze.