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Harry did the best he could, trying to ignore the stabbing pains in his forehead, which had been bothering him ever since his trip into the forest. Neville thought Harry had a bad case of exam nerves because Harry couldn't sleep, but the truth was that Harry kept being woken by his old nightmare, except that it was now worse than ever because there was a hooded figure dripping blood in it. (Harry Potter and the Sorcerer's Stone)

Is that-clause the complement of except or does that refer to something?

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I don't think it's helpful to describe this example as either a "that-clause" or a "complement".

In fact, the word that is an entirely optional conjunction in this case. The word except here (also a conjunction) indicates that whatever follows at least partially refutes or otherwise "qualifies" the preceding statement.

The meaning would be the same with though or but instead of except [that]. The only difference being that neither of those conjunctions can be followed by that in this context.

Specifically, the statement Harry kept being woken by his old nightmares is at least "misleading", because it implies that what's happening is the same as what used to happen. But it's not, it's worse.

Note that the additional words now and than ever, and the entire clause from because on, are all irrelevant to the grammar involved in this usage of except [that].

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    +1 Except has always wobbled between verb, preposition, and conjunction. I think except that represents historical preposition+complementizer; but that construction is no longer 'sensed' by its users, and except that is now just a compound conjunction. – StoneyB on hiatus Aug 5 '13 at 9:14
  • @FumbleFingers, Can I accept your ‘except that’ as ‘but’, which is said in Webster’s “except (that): conjunction 3. only” (= only: conjunction 1.a. but, b. however)? link link – Listenever Aug 5 '13 at 12:02
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    @Listenever: You can certainly accept that in your particular context, except [that], except insofar as, but and though, although are all effectively equivalent (to something like apart from the fact that...). And in informal speech, only and except for are also reasonably common alternatives. They all just introduce a "limiting qualifier" that modifies the preceding statement by pointing out why it's not completely true. – FumbleFingers Reinstate Monica Aug 5 '13 at 15:46

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