Hi Ninor !!!
I'm not familiar with Niio but Nilo instead is well-known here.
Infact Nilo is the Italian form of Nile (
River).
With
Nour would be a bit matched (both start with N) but they have a good theme: Egypt (as Nile flows in this country and
Nour means light is Arabic, currently spoken there).
But your combo is different because I suppose that
Niilo is after
Nicholas. I quite dislike it.
Grimm is odd but better than a lot of surnames I've seen as FN.
Grimm
Klaus, Grimm
Claus or Grimm
Niels would be great too.
Personal Name Lists
https://www.behindthename.com/pnl/125456