optional means you can leave the field/tag out
nillable means that you leave the value empty. Some systems require the xsi:null="true" attribute. Most systems accept the <field></field> tag.
Edit 1: Consider replacing 'empty' values with empty strings (''). An empty string is a value and empty means 'nothing'. Yes, Confusing....
It is really depends on the WSDL. Your element must have 'minOccurs="0"', then when you send your empty value, it will be omitted instead of sending it as an 'xsi:null="true"'. If you have both (optional and nillable), in Mendix you can choose to prioritize optionality.