Can spontaneous pneumothorax happen in sleep?

Never say never: In science/medicine we have this truism. When you look at the issue mentioned, it would be expected to occur during active or exertion states rather than sleep, where the rate & depth of respiratory effort declines to a minimum. If you are obsessed with this issue, get a checkup & find a life coach/therapist to help you manage the stress. Health obsessions often hide other personal problems.