King Lear doesn't fit this part exactly. Lear's initial "anticipation" is more like the dream stage. Unfortunately, his dream doesn't get the chance to blossom into idealistic and unrealistic expectations, since it gets squashed before we can go much further.
Like we said, Lear doesn't fit this perfectly. Usually, the dream stage is the flowering growth of the anticipation stage, and the object of anticipation is one and the same with the object of the dream. Here, however, Lear loses his anticipation and settles for a rather inferior dream.
Part of the frustration for Lear is that this situation is so unbelievable. These are his own daughters, not to mention he just gave them his entire kingdom.
Lear expressed earlier that the last thing he wanted was to go mad. So, that qualifies Lear's current mental illness for the nightmare stage. Don't forget about Gloucester, either, who's in his own blind and torturous nightmare.
In this stage, all of Lear's children die, as well as Cornwall and Edmund, and eventually Lear himself. Also destroyed is Lear's dream to be with Cordelia, the same "anticipation" we started with. It's also the destruction of lives, the Lear monarchy, and from what we can tell from the war and the resulting political situation, the entire nation of Britain.