That sounds like a very aggressive chemo regime and I would expect could contribute to cognitive difficulties. Also to be considered is your Dad's age and how he copes with stress in general. The stress of the diagnosis of cancer combined with the stress of all the treatments would be enough to send many off the rails physically and mentally. My husband 67 yrs. old, went through periods of hallucinating, nightmares etc. both during treatment and after, and still does dream a lot and talk out in his sleep. He is 8 months post treatment now and his depression is just beginning to lift.
Hopefully as your Dad is finished treatment he will gradually make his way back to his old self, but be patient as it is a long slow road at times.