That interpretation of
Nelda is someone confusing that name's origin with the origin of the British surname Neldrett, which did originally mean "at the alder grove", according to Reaney &
Wilson's
A Dictionary of English Surnames. But I think it unlikely that
Nelda is a feminization of Neldrett, and the other interpretations are more likely for the female given name.
As for Zerelda -- the origin of this one is tough to find. It does not occur solely in the
James family, but about the earliest birth of a Zerelda I can find is around 1812. Almost all of the early examples were born in Kentucky, where Mrs.
James was from, though a few are in
Indiana or eastern Tennessee. It may very well be that Zerelda, like
Samantha, is simply a name created by some anonymous American in the early 19th century that caught on with a lot of his or her neighbors.