This is honestly adorable and I wish it was actually pronounced that way.
I call Nihilego "nee-lego" because I have 0 clue how to pronounce it
I pronounce it "nye-ill-ee-go" or "nye-hill-ee-ego", especially after you pick the name apart and realize where each part of Nihilego's name came from. The first part is "Nihil", which is latin for nothing, and the second part is "ego", which is by itself an easy word to pronounce.
As a side note, this essentially means that Nihilego's name basically translates to "I am Nothing".