... can creatures of the Nevernever act outside their nature by their own volition, assuming there is no interference from an outside, mortal force.
In my game, I'd say no. Spirit creatures, including faerie and anything wholly of the Nevernever, are locked into what they are, barring the outside agency of a mortal entity or a creature of greater power capable of altering their natures. Basically, they are permanently compelled by their High Concept.
Now, Jim B. has said that at the core of all faerie is a spark of a mortal, so I imagine they are more malleable than, say, a demon or a pure spirit (such as Bob), unless that demon or spirit was, by it's nature, malleable. Fun!
I do not, incidentally, see this as a component of Refresh, since a mortal with negative Refresh could still alter aspects, act outside their nature, etc, though not initially (can't buy off the first few compels, and should basically be self-compelling, but then could start working on it).