The definition of a δαίμων changes quite a lot, according to both time and author. Different authors have completely different conceptions of what a δαίμων is. In Homer, for example, it's often simply a synonym for θεός or for the will of a god (c.f. Latin numen). In Hesiod, however, δαίμονες are not deities at all or really genii, but the souls of men who lived in the Golden Age, and in later traditions the souls of the dead were referred to frequently as δαίμονες. Plato's conception of δαίμονες encompasses a category of supernatural beings and forces (τὸ δαιμόνιον) between gods and mortals, through which gods communicate to men. Plato's conception of the δαίμων was particularly important in later philosophical works, but we don't necessarily find it in society as a whole. Magical texts, both tablets (and other inscriptions) and papyri, generally speak of δαίμονες as being some sort of (generally) formless spirit, sometimes a fully-fledged and identifiable god but sometimes not, capable of rendering aid or harm but often also surprisingly weak, as a number of our spells refer to binding up the δαίμων and forcing him to do as you wish, although others have the magic-user form a contract with the δαίμων. So the precise meaning of δαίμων is often only to be taken on a case-by-case basis. It can be roughly synonymous with Latin genius, but we should absolutely not stick too closely to that. We've already seen plenty of cases where genius simply does not mean the same thing as δαίμων, but other issues could be added--in Latin, for example, a genius is pretty much unshakably positive (as they are in origin fertility spirits), whereas δαίμονες, especially in folk-religion and magic, are more often negative and destructive than positive.

Now, could a nymph be considered a δαίμων? Possibly, depending on the author's conception of what exactly a δαίμων was. Plato, in the Apology, refers to δαίμονες at length, and has this to say on the subject of their relationship to nymphs:

εἰ δ᾽ αὖ οἱ δαίμονες θεῶν παῖδές εἰσιν νόθοι τινὲς ἢ ἐκ νυμφῶν ἢ ἔκ τινων ἄλλων ὧν δὴ καὶ λέγονται, τίς ἂν ἀνθρώπων θεῶν μὲν παῖδας ἡγοῖτο εἶναι, θεοὺς δὲ μή

But if δαίμονες are the bastard children of gods, either from nymphs or from others of whom this is also said [he means heroes born of mortal fathers, rather than divine, and nymph mothers, and probably also heroes born of gods and mortal mothers], who among men would believe that there are the sons of gods, but not gods [Socrates is trying to contradict Meletus' claim that he does not believe in gods]?

The problem with a neat and orderly definition of δαίμων becomes immediately apparent. The way Plato conceives of it δαίμονες are somehow not gods, though they are born of gods and nymphs (and heroes are apparently included in the category of δαίμονες, at least sometimes), which are themselves apparently some sort of being considered separate from δαίμονες (and in some way divine in nature, though not to the degree of real gods). How exactly that's supposed to work is a question for another time, but it's immediately apparent that that definition is simply not consistent with others that we find. This is, to my knowledge, the only direct connection drawn in any text between δαίμονες and nymphs. But there's a lot of problems with taking this as indicative of what every Greek from every period would have thought. We're left with the issue, for example, of how exactly δαίμονες are supposed to be considered spiritual beings if they include heroes--does Plato mean to say that the souls of heroes are to be considered δαίμονες, not unlike Hesiod's conception? Plato seems to be quite strict in insisting that δαίμονες are born from nymphs, and although the implication is that heroes born from gods and mortal mothers count as well that second criterion is not quite so clearly defined. Does that mean that he thinks that only those heroes born from nymphs are supposed to be δαίμονες, and how exactly are nymphs any different from δαίμονες?

On the whole it's not impossible that some author or interpreter might conceive of nymphs as δαίμονες, but it's not substantiated in any of our texts and seems to be contradictory to what we know. Certainly we cannot infer that nymphs would be thought of as δαίμονες because of the existence of the Latin genius loci, which has nothing to do with δαίμονες--nowhere in the Greek corpus, to my knowledge, are any δαίμονες ever conceived of as being tied to places. The only connection that we have between nymphs and δαίμονες (to my knowledge) conceives of them as two strictly separate categories, though Plato doesn't really explain what makes them different except that he has an unusual definition of what makes a δαίμων involving parentage, a definition that is not really found elsewhere.