Whats the first, the second and the third campaign? I think nightmares is the third?

What??

When I try to start the game (it crashes but thats not the point) there are 3 options, Nightmares, Caleb and Chosen.

There are two campaigns: Blood 2 and The Nightmare Levels. The Chosen option lets you play through the Blood 2 campaign with different Chosen, like Ophelia or Ishmael, and I think without the cutscenes.

Yeah Caleb lets you play as Caleb with cut scenes, chosen lets u pick a certain chosen character without cut scenes, and nightmare lets u play the expansion pack.

Explanation for Chosen part of campaign is about Caleb who used artifacts to bring his friends to life but as you know in Blood1 he absorbed their power and essence to became stronger when facing Tchernobog. In Caleb story route with cutscenes Caleb has essence of The One That Binds being reincarnation of Tchernobog along with essence of his firends. Because worlds are unstable and singularity generator used on him his dead mates coming to life from alternate dimension. The explanation why Gabriel is Gabrielle now can be because it's alternate reality version or because Shial, the Mother Spider was female and Gabriel body was neither live or dead with pounding heart and blood so basically her poison and essence dominated his sex and soul into female form hence why Gabrielle was summoned instead of Gabriel. So canon campaign because of story is Caleb option, Chosen are alternate route without story or cutscenes about Chosen being resurrected and Caleb fighitng for his ownership of Cabal - but story for that was never implemented in final game. Nightmares happen after Caleb campaign and Ancient One killed in Reality Beta (alien otherworld).