I somehow suspect that
Lloyd Alexander may have invented the lyrical name of "Eilonwy" for his wonderful Chronicles of Prydain series that so many of us fondly remember having read as youngsters.
I have a book which I picked up while touring Wales one year, titled *Enwau Cymraeg I Blant: Welsh Names for Children* by Heini
Gruffudd, and even though this is a rather comprehensive dictionary of Welsh names, the name "Eilonwy" is not to be found in it. Probably your guess is as good as anyone's, as to a possible meaning that might be fathomed out of the combined Welsh elements of that name.
I'll let someone else here tackle your question regarding the name "Neshka", as I'm off to bed now.
-- Nanaea