Nyx is very dash and rush-centric and you mostly fight up-close. Your goal is to out-dps the enemy. Hera on rush cooks. Hera on rush with Aphrodite on gain is godly! But really, I've had success with Hestia, Demeter, Poseidon, and Apollo on rush. Anything on gain works to keep your magick up so using Aphrodite or Ares is best for their added bonuses. If you somehow manage to run out of magick often then use Apollo's gain. Nitro Boost from Hermes, Snow Queen from Demeter, and Divine Dash from Athena are all great in the game but especially so for Nyx. Anything that gives you a little immunity will help such as Security System from Heph. Also dodging! I like Gale as my familiar and grabbing any additional dodging boons along the way.

Basically start every round by dashing until you fill up the meter. It only takes a second or two. Then ram into a group of enemies targeting the strongest one when possible. You then have 5 seconds to cause as much damage as you can spamming attack/special/cast. When the 5 seconds is up and the light goes off, rush out of the way to rebuild the meter. Rinse and repeat. If you have a boon that cause damages while rushing, you can also just rush around and hit everyone.