Had James Nicholl, the father, died before the family came to NZ?
Coming from a family where sometimes it seemed to be 'think of names for us to use on the birth certificate/christening, then we won't use them anymore', and people called by all manner of diminutives and short forms often because they resembled a relation, I wonder if the NZ bound James/David Nicholl was christened James after his father but called David. Ot the other way round too? Perhaps he he may have resembled a David possibly on his mother's side or perhaps to stop confusion with the father. Or there may have been a family breakup between Helen and James, the parents, and so the use of the nickname stuck. I had a thought that he may have been called Davy which seemed a popular diminutive.
Coming to NZ with application forms being filled in for land etc or because he wanted to remember his father or claim back his 'birth' name he could have decided to revert to James. Or perhaps he was the son who should have been called James if strict Scottish naming patterns had been followed and for some reason it was not followed.
I wonder if we can see who completed the last census form in Scotland. If not completed by someone in the family the enumerator may have learned the family called him Davy and made it into David. Same with the births of the children in Scotland. Was he the informant? Did he sign there? or was it another case of an official knowing his family called him Davy/David and completed the form for him and he made his mark?
All this depends on finding a David in the family possibly on the mother's side. Or if the record is correct with the 1812 birth then a memory of his father when striking out for a new life may have been the motivator.
Now the different names for the wives .......
Agnes, Anne, Nancy are interchangeable in Ireland.
I wonder who registered the births as informant....maybe the wife's name was Elizabeth Agnes or Agnes Elizabeth and she was called one and christened the other and whoever registered them put the 'correct' name, ie had a knowledge of the correct name ie first name as christened or registered and another person who knew the common name registered others.