I would bring it up to the counselor when you meet - it is likely connected. Thumb sucking is a comfort. It is a way for babies and children (even adults) to comfort themself.
I have another daughter that is a thumb sucker - you are right to be concerned about her teeth. It can impact them - we know going through it with the dentist and such. It won't help though to make fun of her. It is better to support her. It is also true that she may not realize she is doing this so better to get at the root of the cause of her needing self comfort.
Other ways to help - give her a stuffed animal or something she can hug for self comfort rather than sucking her thumb. If you see her doing it her sleep - gently remove her thumb and tuck in the stuffed animal.
Believe me it is a tough habit to break. - you can do things like put a bandaid on the thumb so she realizes she is sucking it - but considering she is having nightmares and such, I would advise a more gentle approach like above - but first and foremost discuss with a counselor - I think in the short term the comfort of her thumb sucking is much more important than her teeth being a little off.