In my accent it sounds like dah-lee, not doh-lee, so it's not very natural as a nick for
Gwendolyn.
I think any name with "dor" as the emphasized syllable could be fodder for a nickname
Dolly. Doesn't have to be "dol."
I think
Dolly is the sort of name that, in today's world at least, should only be accepted voluntarily as a nickname by a person who's at least twelve.
- mirfak