I've known a few real ones, mostly as you rightly say nns for Cornelia (which, like Cornelius, occurs frequently among Afrikaans-speaking South Africans; here, it sounds like NEEuh-lee-uh because long vowels in Afrikaans have a neutral vowel at the end, making them more like diphthongs.
I did know a family once who named their daughter Nelia; no mn to my knowledge. The only slight snag here is that NEE (same pronunciation) means NO. But that needn't bother you! The parents found it amusing while she was tiny. And it is a lovely name.