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I'm not an expert on Islam, so I'm not sure Muslims would choose Scheherazade rather than Shahrazad, but other than that, sure. I prefer the Sheherazade spelling. My favourite nickname from the ones you mentioned is Hera, but I'd go with Zadie.

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masculine list: https://www.behindthename.com/pnl/191050/124079
feminine list: https://www.behindthename.com/pnl/191050/124080