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