A few things… The most important being, does this world have an established Fey lore, or just stuff from the monster manual to throw at the players. This would really help me sort some things out.
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.