I asked a native speaker and if it helps anybody, niciun and nicio used to be "nici un" and "nici o" but are now combined, e.g. nici + un = niciun. Niciun is masculine and nicio is feminine. You put the article niciun -> niciunul and nicio -> niciuna when the word is the subject of a sentence.
Coriander18 - The comment by xavi75724 may give us a clue here, but I believe that "nimeni" is the word used for used for "noone" and "nobody". This sentence is negating the existence of a a certain individual; it is not "negating" any individual at all, as with "noone" or "nobody".