the British pronunciation of words like "nude" and "sue" have the "y" sound in there, like "nyude" and "syue".

Yes, that's right - but I must say that "sue" is often pronounced "soo" over here, these days. If it is a girl's name, it has always been "soo", as you would expect with an abbrev. of Susan. I was perpetually annoyed when I worked in a greengrocery shop where the florist had an apprentice whom she always called "Syue" Urrrrgh!