My fave Nell names are:
Leonor - also Leni, Leo, Nora
Helena (but prefer the Brit Helen-uh) - Leni, Hels, Lainey (if US/Oz pronunciation)
Helen - Leni, Halo (prefer Helen over He-lain-ah, would switch order the Latina Helena)
Penelope - Posy, Poppy, Leni, Pen or Penny (am not a massive Penny fan)
Eleanor (I really don’t like Ellie & that would always be high risk with Eleanor, even with all the other nn possibilities)
I think Penelope might be the friendliest, while Helena and Helen (and Leonor) have a more uppercrust, stately feel. But I still see them as warm and friendly, just a tad more tailored and self-important/commanding. Eleanor seems to be in the middle of the two groups. Penelope seems like someone who would be very confident in her own self just less “gorgeous” girl than the others.