Its Japanese name "Nue" is taken from the mythological youkai of the same name.
Its English name "Chymera" is a corruption of chimera.
As its Japanese name implies, Chymera is based on the creature called nue: a legendary shapeshifting youkai, sometimes referred to as the "Japanese chimera". Its true appearance has the face of a monkey, a tiger's legs, the body of a badger and a snake's tail, and its cry sounds like that of a white thrush. In its most famous appearance, it turned into black smoke and hung over the Kyoto Imperial Palace causing the emperor to become sick, until Minamoto no Yorimasa aimed an arrow into the black cloud and struck it down.
Its random names are: Monty, Blondie, Stripes, and Speedy.