My thoughts... it could well be a nickname but the person giving the information for the death certificate may only know them as that.
Information on a death certificate is only as good as the knowledge the person who is giving it has.
This site is mainly for Scottish names but is also helpful for English too.
http://www.whatsinaname.net/It says this
Fanny (female)
Pet Name for: Euphemia (F) Frances (F) Stephanie (F)
Source(s): The Oxford Names Companion, OUP
"Scottish Forenames" - Donald Whyte, FGH, FSG
Notes: English pet name for Euphemia, Frances or Stephanie [q.v.]. Sometimes used as a given name in its own right.
Polly (female)
Pet Name for: Mary (F) Paula (F)
Derivative of: Molly (F)
Source(s): "Scottish Surnames" - Donald Whyte, FGH, FSG
"Scottish Forenames" - Donald Whyte, FGH, FSG
Personal correspondent [MB]
Notes: The use of Polly - derived from Molly - as a widely-used pet name for Mary is supported by MB who sent us a transcription of a letter dated 1796 in North Carolina, USA. In the letter a child named Mary is frequently referred to as "Polly".