pukunui
Legend
I also thought of "Nick the Vexatious" or "Vexatious Nick" but those sound more like minor villains' names to me.Nick the Vexing is pretty great!
"Nikki Vexx" really would suit an entertainer or glamor bard best, but I'm not so keen on going that route with this character, so I think either a plainer "Nicky Vex" or "Nick the Vex" will be more suitable. EDIT: "Vexing Nick" might work too!
I think either a fighter with the charlatan background (going for champion at 3rd) or a rogue with the wayfarer background (going for thief at 3rd). Or a 1-level fighter or rogue MCing into monk from 2nd. Regardless, flavor would be a rough-and-tumble street fighter type who fights dirty. Visually, shortsword plus dagger is the most thematic, but the scimitar does 1d6 whereas the dagger only does 1d4, so ...
Being familiar with Dragon Heist, I was thinking I'd make my PC an admirer of the legendary Black Viper.