There is not really any connection between these things. They may sound like similar words, but their roots and meanings are completely different. The term Nephilim derives from the Hebrew root
n-p-l (to fall), whereas Niflheim comes from Old Norse
nifl (mist). They are also completely unrelated languages.
In some languages that share ancient origins, similarities can be drawn, such as the Sanskrit "Mahat" meaning "Great", pronounced the same as the Egyptian
Ma'at, the
Great Goddess of truth, justice, and order.
In our new
Liturgical Terms prayer,
Epistemodia, the Greek word "zosa," meaning "to live," is used. There is also a Sanskrit word, "zosa," which means "vital energy." These are clearly related phonetically and in their definition. When trying to find connections between words of different languages, it is imperative to consider not just phonetic similarities but also similarities in meaning.