From the experts:
Introduced to the American public by actress Neve Campbell; it was her Dutch-born mother's maiden name. Neve is an interesting and fresh new possibility, one which Conan O'Brien chose for his daughter. Neve Campbell pronounces her name nehv, to rhyme with Bev or Lev. If taken to represent the Italian and Portuguese word for snow, the pronunciation would change to nehv-ay. As an Anglicized form of the Irish Niamh, the correct pronunciation would be neev.