Yeah, I can't really see mad scientist and detective being together in the same sentence. They are polar opposites with different ideals that combining them together, while it would make a really unique name, just seems way too weird for me. Besides, I want a cool nickname, and a word combined with "mad scientist" doesn't really seem to fit the description of "cool" more than it fits "eccentric".
But just for the sake of discussion, I would imagine it to be something like... "The Shining Phoenix"! Pronounced with Engrish too, mind you, and with Okabe's voice.