Following what Anneza says about Lyse I would also pronounce that as Leez but
Lys as Lees with a soft "s" at the end.
Lys is a name which I have been pondering lately. I've always liked the association with the fleur-de-lys emblem (or fleur-de-lis) which I have liked for a long time (since I was a teenager).
http://en.wikipedia.org/wiki/Fleur-de-lis
Sorry, can't help you with
Nyx though. I've heard people use "nix" as a word to mean get rid of as in "let's nix that idea" so it doesn't sound very positive to me.
"
Lily Rose was the eldest of the Ruggles family. Her great trial in life was her name, for she was a red-haired stoutish child and bore no resemblance to a lily of any kind or a rose either unless it was a cabbage one."
The Family From One End Street, 1937