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Some of these are a stretch, but here are some possible candidates for the nickname Effie...

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Aoife
Delphine
Efstraria
Efrosini
Elfrida
Elfriede
Elizabeth / Elisabeth
Elspeth
Ephelia
Estefania
Ethel
Eufrosina
Euphrasia
Euphrasie
Felicia
Felicity
Fidelia
Fiona
Josefina
Josepha
Josephine
Nefertiti
Ophelia
Persephone
Phillipa
Philomena / Filomena
Phoenix
Seraphina
Stephanie / Stefanie
Tabitha
Tiffany
Winifred
Zephyrine

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I hope this helps!