My name is Jessica-Kate and I like that it easily lends itself to Jess, Jessie and Jessa. I introduce myself as Jess but I think of myself as Jessie, it's weird. I love the name Audrey and it's gorgeous as just Audrey, but I understand what you're saying. My sister's name is Bianca and it doesn't often get shortened, occasionally she gets called Anky by family and she used to babysit a girl who called her Ink but that's it.
As for naming my future children, I do think a lot about nicknames but some of my favourite names aren't very nicknamey, eg. August and Willow. It's a bonus if names have a nickname I like and would use but that has stopped being a major factor for me.