Character Version Nicknames
A character version 'nickname' should be the character's name because the 'nickname' is what appears on the game page.
Using Epona as an example; The image below depicts the versions listed on the "Epona" entry - there are 4 versions: 3 have the nickname set to "Epona" and 1 version has the nickname set to "Breath of the Wild".
Character versions on the character page.
This is how the version with the nickname "Breath of the Wild" appears in the game's character section.
The game page displays the character "nickname".
This is how the 3 versions with the nickname "Epona" appear in the character section of the game pages for Majora's Mask, Ocarina of Time and Twilight Princess respectively.
The nickname and primary name match.