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I don't think Maude needs to be a nickname. I would use it as a full name, although obviously it works for Matilda (although most people won't understand).

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Jem could be:
Jemima
Jamesina
Jemma
Jessamine

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Romy could be:
Rosemary
Romola
Romilda
Rosemarie
Roma
Romina
Rosamund
Romana

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or a Ro- fn and a M- middle name, like Rose Matilda.