A distant memory from a
Noel Coward play: the heroine is
Amanda, and a minor character says enthusiastically: I shall call you
Mandy! And
Amanda gives a refined shudder and says: Yes, I suppose you will.
Which suggests that, like many nicknames, its usage probably had a lot to do with social class; like many X-rated swear words etc, they were always in use but seldom written down or used in 'polite' company. So it just won't be possible to find a 'first usage' for
Mandy.
A cousin of my husband's was named Mandeville and known as
Mandy; the instant he turned 21 he changed his name!