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Tony is often a nickname for Anthony because the British pronunciation is An-tony, as well as Italian American families Anglicizing the original Antonio. However, like Peggy or Sadie or Bess for Margaret or Sarah or Elizabeth, Tony is a traditional nickname. Rune/Rue is not.

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As far as I can tell, Rune/Rue would only work for Veronica if you're pronouncing it Ve-roon-ica. Otherwise it'll be confusing. Ramona might work as a full name.