With regards to the setting and context, I would say he was just referring to events from Rin 2. Can't recall any other scenes that hinted much about traumas from before the dream world events.
Had fun taking some liberties in this playthrough
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Now a few questions (apologies if redundant, but I did take a look through past pages):
Which installments are generally considered canon?
Little Busters!
Ex
Kud Wafter
Perfect Edition Drama CD
How did Kyousuke ask Riki "It's enough, isn't it?"? Wouldn't he have been long dead by that point if Riki had opted to immediately run?
Since Lennon = Kyousuke, was Kyousuke being a Loli-Loli Hunter each time Lennon slid onto Rin's face?