: It's spelled correctly in the captions.
I played through Out of the Barrier to make sure... I did it on Timid and had a lot of fun punching Myrmidons to death with Ki'Angsi. I tried to take on all of the Myrms by Sinis with Truan and Turgeis but they only managed to take out half of them before being killed. With Ki'Angsi's mighty fists and Four Opossum Lemur Rabbit's Shovel Of Doom I'm sure I could have finished 'em all.
Ah but I digress. In fact it doesn't spell it at all, Alric's speech is so long that the spelling of "Nyx" never comes up. I must have been thinking of some other source that I read "Nixx" from, possibly myth.bungie.org / nontoxic before the comic. Or is there a "Nyx" mentioned in Myth II?
Anyway I was wrong, Bungie at least has the common sense to keep the spelling of proper nouns the same... unlike oh, say, TSR or FASA. My apologies for my evidently unfounded implication that they did not.
Wasp.