I would say that the Trinity isn't a philosophically deep concept, but stems from politics, like polytheism. Polytheism is about humanizing the unknown to feel more secure in our social arrangements.

The Trinity grew out of the need to reconcile contradictions between the Christian scriptures and sects. The universalism in the Catholic church won out and dictated theological compromises to keep all Christians on the same page, even as the Catholic church was a highly political organization (it was co-opted by the Roman Empire, the very one that Jesus sacrificed his life in defiance of).

So the "nightmare of God" has to do with what would be the esoteric reality, but organized religions are preoccupied with exoteric, superficial squabbles, and the Trinity would belong to the latter. Of course, you can find deeper meaning in anything, if you look hard enough and are creative.