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I don't think it's usable in English-speaking countries, at least not as a first name. I can't think of a nickname, and while I don't think a Scheherazade would be bullied, her name would probably be mispronounced and misspelled a lot. It is very long too, but I think it could work with a short first name, like Lily Scheherazade or Ella Scheherazade.