There's a beautiful piece of music called
Nyah composed by
Hans Zimmer for the film 'Mission Impossible 2'. I've seen several performances by figure skaters,
Kurt Browning and Torvill &
Dean, to this music and I've only heard it announced as "NIE-uh" (you can see videos at the "tube" site). I've not seen the film but, as
Mirsada mentions a character by that name, it's likely the origin of the title. Regardless, while it may be too great a stretch for you, in my mind, when an artist creates such a beautiful piece of music and titles it "NIE-uh", it becomes a legitimate pronunciation and such associations are always worthy of name consideration. :)