I was just doing geneology and saw that some Scottish ancestors were Agnes "Nancy"... I think this is another one of those nicknames that developed because younger siblings learning to speak could not say Agnes clearly and it came out Nanes or something which got shortened to Nancy. I figured this out years ago when I was in the office of a speech therapist who had a chart of the order of the sounds babies learned to speak. Certain easy consonants were first like b, m, d, n. My own name is Rebecca and Becky is the diminutive because the R sound is one of the later learned sounds. Same with Robert turning to Bobby. It is a pattern also where the second syllable beginning consonant is what comes to the fore. I think with Agnes, the Ag sound is replaced with the easier second syllable sound..the "N". For the first 9 years of my life, I called my older sister "Nino" instead of Christina. And I called my oldest brother, Haskell, by the nickname Hacko. When each came back on break from college I felt silly calling them those names and didn't know why or where they came from. That's how I finally figured it out.