See said it was Dutch, one generation from Spain; thus it is Spanish, the Dutch part doesn't matter. The Italian interpretation is just that, an interpretation, an Italian translation from a dictionary.
She was right about one thing though, the Romans had many names for different kinds of snow, and these did filter down to the Romance languages. Maybe 'neve' means that kind of snow she was talking about ('highest part of the mountain' or something).
Shame Conan doesn't pronounce his daughter's name [NEE-uhv], but you know the guy had a hard time with his own name, so you can't blame him.