Then they changed it for the sake of being a name. The word from whence the name came from I have correct. It is not a name i have ever encountered a person who bears, not in Norway, Sweden or Denmark. It is very possible that Finland use the name though. Knowing the general sound of their language, that would actually make sense for them to call it "nyssa". There is also a Santa Claus attraction in Finland and it's internationally known as far as I know, so Finland has a special tie to Santa Claus somehow.
Finland and Iceland have comparable languages. The native Saami in Norway speak a very similar language, but they do not understand one another. Icelandic i think is an off-shoot of ancient Norwegian. Those three languages get put in the same booth though. Since the real Saami live on the snow covered plains of northern Norway, trekking over the borders with their reindeer herds, and they don't have their own country, and since Iceland is so small, it's really only Finland who have that fucked up type of language. Norwegian, Swedish and Danish are all very similar to each other, and not so much to Finnish/etc.
Damn it. I couldn't help it. I am helping you so you better accept a long post. I am painting the picture that calling it a Scandinavian name is like saying "Pablo" is a common north American name.