You'll need:

• game's directory
• any other folder that you can copy the save file to

How to do it:

1. Pause the game
2. Go to game's directory (steam -> library -> right click the game -> manage -> browse local files)
3. Go to Scrutinized_Data
4. Copy "sharedassets4.asset.res5" to another folder (this is basically our save file)
5. In game, exit to main menu and wait for the first intro with logo of Reflect Studios to fade out
6. Copy "sharedassets4.asset.res5" from the other directory back to Scrutinized_Data and replace the file
7. In game, click new game -> nightmare

You should start at the night you were previously at with everything the way it should be at that night in that save