Or, how about this: Nimue actually does die, and Merlin goes to the underworld and brings her back. But the consequence (price / side effect) is that some darkness from the underworld comes along for the ride when he brings her back. It wouldn’t have been released on the world if he hadn’t gone to save her. So he gets her back, but she is infected with this darkness and becomes the first dark one!
It would perfectly parallel how most of us think the darkness will be banished this season.
I do suspect that there has always been a link between the Dark One and the Underworld. For whatever reason, Emma not charging a price to heal Robin’s fatal wounds triggered the Fury to go after him. Of course all magic comes with a price, but what if the Dark One’s magic comes at an even steeper price as a result of originating from the Underworld?