I've been thinking of ways to get gender neutral Old Western nicknames for girls that you'd usually see on boys, and two of my best ideas so far are a) Orchid nn Kid (like Billy the Kid), which would take a brave parent to use, and b) Jessamine nn Jesse (like Jesse James).
Names in the Old Western category for boys include:
Buffalo Bill Cody
Billy the Kid
For girls, we have Calamity Jane and Belle Starr. From the boy's options just listed, ideas for Western girl's nicknames (with feminine full names) include Holiday nn Holly, Ekaterina or Katrina nn Kit, or Belicia nn Billy.