Cecil doesn't work for me at all, though my father was one of the last of the Cecils in our social group (and had no mn), but
Cecily has always been a favourite. It would have been very confusing if I'd been a
Cecily, but I'd have liked to have the name. And if I'd had enough daughters, I'd have used it happily.
Cecilia: I don't associate it with Catholicism; with music, yes, and not just
Simon and Garfunkel! But, I do find it inconveniently long and frilly, and I'd only ever use it as a mn, father or no father. But, since
Cecily is just the English version of
Cecilia, there'd be no reason not to use it as a nn form except that it would seem silly to me. Why not just go for
Cecily if you're going to use it anyway?
I don't think
Cecily needs a nn; certainly not in the way
Elizabeth does, for instance.