Like both names but can't see how Nancy is a nn for Agnes, I haven't heard of it myself (although obviously others have).
Isn't Aggie or Ags the usual nn for Agnes? Just think it may be confusing, like being called Rachel but having Sarah as a nn, IYSWIM.
Then again, never could see how Peggy or Daisy were a common nn for Margaret!!
Shame you can't have Nancy Agnes, if Nancy is the name she will be called most often.