"I do not have wine."
Translation:В мене нема вина.
They are interchangeable :)
It's similar to і/й/та - there are no rules but only suggestions based on how melodic it sounds.
For example, saying "У мене" is actually better, since we alternate vowel and consonant. But, if it's preceded by a word that ends with a vowel, for example, "Бо в мене нема...", using в might sound better.
Grammatically they are indistinguishable and can be interchanged freely here on Duolingo
(but maybe not when writing a language test, let's say, because they are testing whether you learned the "alternating у/в" rule)
1) Нема and немає are the same
2) As to the etymology of the word немає, I don't know. I would rather say the "є" in немає does NOT come from "є" (нема + є) but from "має" (не + має), which means "to have". It could be that "there is no" came from "does not have".
In that sense then, it's немає which is the "first" word, and нема comes from немає by lazily not pronouncing the last syllable :)