I know you didn't really ask for my opinion on the name
Nyx itself, but since you are obsessed with it I thought I would mention one little thing.
Nyx is very similiar to Nix, which is a word meaning null or veto. I don't like it for that very reason (although I like the way it looks and sounds and don't mind it as a middle name), but since you like it I will give you some suggestions.
Zephyrine NyxSeraphina NyxGenevieve NyxGuinevere NyxClementine NyxLeonora NyxLuna NyxMagdalena NyxOphelia NyxPenelope NyxTzippora
NyxCaledonia
NyxNyx IsoldeNyx AstridNyx IngridNyx Freya
Personally, of all the names on your list I like:
Sapphira Nyx Zephyra NyxNyx Anaïs