First of all: Every living creature has a soul. All of them, and some undead creatures still have souls. The closest thing to an exception is Outsiders, but Outsiders -are- souls is the closest definition to it. They cannot be brought back to life, for when they are killed their essence disperses back into their home plane. (Save for a specific spell, Raise Outsider).

Nymphs are nature fey.. Neriads, Oriads, ect.. they are tied to specific locations, just like Dryads. Nymphs are most closely associated with water. Fey appreciate art and beautiful (terrible) things, however they are not the force that creates it.. Fey are associated with Nature. In D&D the creature that you describe that drives art and whatnot would be a Lillend, which is a Celestial.

Fey generally do not worship gods, save for a few that venerate nature deities, usually via taking Druid or Ranger levels, or other classes akin to that.

Something that I like about old school fey lore is the fact that as beautiful (or terrible), long lived, ageless, hard to kill, and alluring that they lack souls and envy humans for theirs. I know that having a character that is soulless would mean that they could never ever be rezed. With this in mind it makes Lochlorn's curse of mortal flesh all the more harsh. Maybe I could negotiate this for a fey-like trade?

As for the curse, I am still working out the details for this world's setting. I know that she is a being from this world, thus making "Human" and alien shape. I would think that the nymphs of this would would have manifested themselves in many different shapes seeing how they are the pure essence of beauty, revelry, and passion (I use passion over lust because there are several stories that involve nymphs who are driven by anger or jealousy)

I would like to make a clear distinction between Dryads and Nymphs. Where Dryads are fey of are more elemental nature (Earth, wood, ect) Nymphs are more in-line with with the same force that inspires art, music, ect. Dryads and Nymphs would have the same mother but different fathers, if that helps explain. Both (As well as other fey) I do not see as worshiping any of the Gods. They will at times fawn over this one or that, much like a servant, but they are and are not thought of as such. I think the relationship would be much like a Lord and common folk. At times a God might come down to relax and play among them and they will sing and dance and play and gossip right along side…but every now and than there is that one nymph that might step out of place or do something to get on a God's bad side and be made an example out of. (Think back to the story of Echo)

So, as for where I am going with Lochlorn, I am unsure and so is she. I can tell you this, Lochlorn does not want to die (as do we all). For her, death is a true end…there is nothing after. The knowledge that she would truly cease to be is more terrifying then feeling and seeing her body age (Thus why she has not killed herself). But she is not sure she could ever go back to what she was. She has felt cold, and hunger, and been disgusted as ugly hands caressed her flesh. Maybe she will seek immortality, maybe she will seek a soul…who knows.

Half-Nymph
(born to one Nymph parent& a humanoid)
(DR313 p95)

Always beautiful,vibrant, & graceful.

Inherited Template that can be added to any Humanoid.

Usually has a Chaotic alignment.
Dex +2
Int +2
Wis +2
Cha +4
Lvl +2
CR +2

Gain Low-Light Vision.

Considered a Fey when targeted with Enchantments, trying to activate Fey-specific magic items, etc.

Awesome Beauty – any Humanoid within 30’ who looks at the Half-Nymph is Shaken (WillNeg, DC is Charisma-based) for 1 minute. Continued looking results in additional saves, the failure of which resets the duration. The Half-Nymph can suppress or resume this ability as a Free Action. This is a [mind][fear] effect.

Please :P