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Artemis "Missy": I love Artemis, hate Missy. I really don't think this name needs an nn, actually.
Cassandra "Cassie": Love both.
Cleo: I love this name, though I like Kleo better, spelling-wise.
Elizabeth "Elsie, Libby, Lilibeth": I've never heard those nicknames. I love Elizabeth. My favorite nickname is Elsie.
Miriam "Miri, Mim, Mimi, Mira": Another one that I don't think needs a nickname, but if I had to, I'd go with Mira.
Nina: Very cute. A middle name to me.
Persephone "Percy, Sephy, Posey": Love. I'd call her Seph.

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Matthias (I pronounce it kind of like ma-thy-us): I pronounce it the same way. I love it.
Perseus "Percy" (PJO anyone?): PJO!!! The amount of yes is unimaginable. I love this.
Thaddeus "Thad": I prefer Thad to Thaddeus, actually.

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All in all, great names! :)

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Sherlock: Alone is what I have. Alone protects me.
John: No. Friends protect people.
~BBC's Sherlock