Very cool Myth! I like the flavor, it feels pretty ominous and weird, but not devastatingly bad, even if the players don't stop the Nix.
Concerning the stats, I think the Nix is a little weak if taken head on in a combat. Maybe it could Deny as long as it is near water? Its GD is also pretty low, so if it takes a solid hit to the face it will probably die instantly.
It will need some work from the referee to make it not easily accessible by presenting its pond as a real obstacle and such, but then it also doesn't have much in the way of ranged capabilities, so...