From everything we know and have read about James Holzhauer (who we believe no longer requires an introduction), he doesn't strike us as the kind of guy to correct someone's pronunciation.
One way to see him is as a pretty easy-going fella who lives and lets live.
Another is to view him as completely focused and intense when he's "working," with little to no extra energy expended on social niceties. Indeed, we've heard that he had to learn to ease up, smile, and be at least a little personable after failing his first audition for the game show for being too unlikable. When he did, he passed the second -- and the rest is history.
Either way, NevAda or NevAHda has nothing to do with raking in the cash and breaking "Jeopardy!" records left and right.
For this writer's part, I never correct the NevAHda crowd. Yes, it separates the locals and visitors in the know from the non-locals, but so what? It bothers some locals, but it never bothered me. Besides, NevAHda is the proper pronunciation of the Spanish word (which means "snow").
I must admit, though, I heard a variation on it recently that I didn't really care for. It goes like this: Whether you pronounce it NevAda or NevAHda, either way it ends in "duh." I thought that impugned the intelligence of all Silver Staters and though I chuckled to be polite, it grated on me.
