I like [name]Henry[/name].
I don’t like [name]Harry[/name], [name]Hal[/name], or [name]Hank[/name] as nicknames.
I love [name]Henry[/name]! I would personally just use [name]Henry[/name], no nn, but I definitely think [name]Rio[/name] is usable, and so cool! I love the idea of [name]Leo[/name] as a nn if I ever use [name]Bailey[/name] and he feels it’s too girly… I think it makes total sense, but a lot of people don’t understand how I get [name]Leo[/name] from [name]Bailey[/name], lol. I am all for it, though–both for [name]Bailey[/name] and [name]Henry[/name]!
Good luck!
I can so see [name]Leo[/name] for [name]Bailey[/name]. It’s no more “nonsensical” than say…[name]Gigi[/name] for [name]Gertrude[/name]. Or [name]Libby[/name] for [name]Elizabeth[/name].
You’ve just opened my eyes to a whole new way of looking for nicknames!
Never would have thought of [name]Rio[/name] for [name]Henry[/name], but why not? And it does sound very cool.
I do think [name]Henry[/name] stands well on its own without a nickname as well. And I’m with you - not such a fan of [name]Hal[/name] or [name]Hank[/name] or [name]Harry[/name].
I love it…and [name]Leo[/name] for [name]Bailey[/name]…some sharp minds at work here 
I think it is definitely usable, it might just take a little bit of work from yourself to get the nickname going because it isn’t an obvious one. Most [name]Henry[/name]'s I know don’t go by a nickname, so you could always just call him [name]Henry[/name], without a nickname.
Like [name]Ash[/name], she took the name [name]Bailey[/name] and used the last few letters to get the nickname [name]Leo[/name]. If I were to ever use a ‘son’ name like [name]Hudson[/name], [name]Emerson[/name] I would use the nickname ‘[name]Sonny[/name]’ which again is using the last letters.
If it’s what you love then you’ll be able to make it work…