I've never heard of a
Mary Polly, no. I think that your first explanation is quite plausible - They would have wrote down
Mary and then the nickname following it, and as a result the names together look to you and I like a redunadant combo.
Most people then would have been well aware of the origins of
Polly, I imagine, as it wasn't too uncommon.
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Something pale wakes up in a suffocating room.