Rules FAQ

"When the phase ends" interrupt abilities are triggered before "Until the end of the phase" lasting effects wear off, so Nightmares will blank The Reed Keep, The Wall, etc. for, essentially, the entire phase.

"Until the end of the phase" lasting effects wear off before "At the end of the phase" delayed effects trigger, so if you blank Benjen Stark and kill him with Tears of Lys, Benjen's opponent can still trigger his ability (same goes for Ser Davos Seaworth, Joffrey Baratheon, etc.)