. . . The most likely source of Fanny in your relative's case would be a Latvian or Yiddish version of Frances, or a Latvian or Yiddish name which resembles Fanny or Frances. I had a quick look and the only obvious condender was Freyde (click hyperlink for details), however I have no idea whether this was ever popular in Latvia - information on Latvian names is elusive unless you speak Latvian!