I like [name]Fio[/name] or [name]Fia[/name] the best. [name]Effy[/name] maybe? Taking the ‘f’ sound from [name]Fiona[/name].
I love [name]Fifi[/name], fina, and filly/ie. [name]Nana[/name] and nalie might work too.
If you were calling her [name]Phil[/name]/Fil, I would worry about the nickname but Filly is darling!
Your only real danger would be somebody thinking you were a [name]Philadelphia[/name] baseball fan! LOL
Second vote for Effie, especially if you like Sadie. And I have never met a man called Philly, so I wouldn’t really let that bother you. Or has anyone suggested Feebee (Phoebe) yet?
There’s also all the not-necessarily-full-name-based-nicknames: Birdie, Posey, Rosie, Miley, Daisy, Scout, Nina, Sissy, DeeDee (short for Darling Daughter), Bea (short for baby)…
And since you have a three year old, you can pass a lot of things off as “well that’s just what her sister started calling her and it stuck…”
Our [name]Fiona[/name] mostly goes by [name]Fae[/name] when we use a nn. The next most popular one we use is “Fi” or “[name]Fina[/name],” but [name]Fae[/name] is the main one. [name]Fae[/name] is a bit of a stretch, but it was a name I felt connected to during my pregnancy so we went with it.
I’d also like to suggest [name]Effie[/name] or [name]Effy[/name].
[name]Fifi[/name], [name]Fio[/name], Fillie, [name]Oona[/name].
It’s normally used as a nickname for [name]Felicity[/name], but I think [name]Flick[/name] could work for [name]Fiona[/name] as well. I love [name]Flick[/name], sooooo sweet.
Thanks everyone…I love all the possibilities! What a wonderfully creative group of people! So thankful for this site!
I’m not sure if these have been mentioned, but how about [name]Ffion[/name] or [name]Iona[/name]/[name]Ione[/name]? They’re separate neames from [name]Fiona[/name], but I think they’re similar enough to work. I do love the past suggestion of [name]Effy[/name], though. That’s just completely adorable. 
Not a fan on [name]Fifi[/name] at all. All I think about is poodles. I say if you are set on [name]Fiona[/name], wait until she is born and give her a sweet non-name related nickname that fits her personality.
She’s here! She’s almost 4 months! I just find nicknames do not come naturally to me…but I find [name]Fiona[/name] so mature sounding, I want something cuter…like a pet name while she’s little at least. But I agree, it will just come as she grows I am sure!
Possibilities -
[name]Nia[/name]
[name]Iona[/name]
[name]Faye[/name]
[name]Finn[/name]
[name]Nona[/name]
[name]Nina[/name]
[name]How[/name] about Flix?
i have a friend called [name]Fiona[/name] & she calls herself [name]Feo[/name] (fee-O)