Hellion made their first recording in 1982 at Mystic Records in Hollywood. Mystic Records was owned by Doug Moody, who had a long reputation as an indy-label mover and shaker. Doug invited Hellion to appear on a compilation entitled The Sound of Hollywood Girls. From the start, Hellion never expected their deal with Mystic to be a lasting one. With the exception of The Mentors, who were then regarded as a punk band, neither Moody or his staff had much experience with heavy metal. Also, the band was not excited about the prospect of having to pay for the studio-time (coincidentally, at Doug Moody's recording studio). Hellion recorded two songs during this session: Nightmares In Daylight and Black Knight, a remake of the song by Deep Purple.

Several monthes after the single was recorded, the label had yet to release it. By that time Hellion began receiving serious interest from a number of major record labels and management companies. As the band concentrated their interest on potentially better situations, and starting their own label, Bongus Loadus Records, Moody discovered a new female-frounted heavy metal band, Bitch. Due to the surprising sales of Hellion's single, Mystic released another: this time featuring both Bitch and Hellion on the same record! A;; in all the two songs which Hellion recorded at Mystic Studios came out on three releases: (1.) A Hellion Single (Nightmares In Daylight/Black Knicht), (2.) The Sound of Hollywood Girls (Compilation Album), and (3.) The Hellion/Bitch single. It may be of interest to metalheads that the musical background of Nightmares In Daylight sounds suspiciously identical to another metal song: Curse of the Pharos, which was recorded by Mercyful Fate the following year in 1983.