Well, I just can't help making some more of what happens after that terrifying nightmare Boothill has. Once he is finished breathing heavily, he goes into the other room to cleanse his face of the sweat before he goes back to sleep, if he can. Everyone needs some kind of relief and relaxation from whatever it is that's been causing them so much distress and paranoia. The doors and windows may still be nailed shut, but it was not enough to keep away the nightmares, nor can it be strong enough to keep out evil spirits that can just walk through anything solid. If any part of Skull Duggery attached itself to Boothill back at Skull Mountain (the same way the Evil Force in "Evil Dead" can hunger and feed on fear) it might have followed him back home without Boothill knowing it.