Context for those unfamiliar with the characters: Anya (the little girl) is the escaped product of human experimentation, which is implied to have involved plenty of unspecified cruelty towards her; furthermore, she has gone through multiple adoption attempts but was ultimately rejected by each family that took her in, up until Loid and Yor (the pictured pair of adults) adopted her.

What we're seeing her is Anya experiencing a nightmare flashback to her traumatic past, be it the cruel experiments or the failed adoptions, with an extra dose of sleepwalking to compound it.