Indy is a cute NN for India.
One of my friends is named India and we always call her Indi.
I think that Lucinda does go well with Elena and Felicity! I don't think the 'a' ending is too noticeable. Both of my siblings have names that start with 'G' and my name starts with an 'F', and it's never been a big deal, so I think it would be fine. I absolutely love the nn Indy as well, so I got really excited to see this thread! I just fell in love with Lucinda for the reasons that you did.. Lucy and Indie are two of my most favorite names! Love your other girls names too by the way!
I Love Indigo! It's been on my list since I was a little girl, it's probably the first name I truly loved. I don't like the NN Indy but if you really do love Indigo just do it! You only regret the things you never do and not naming her Indigo would be a massive regret.
Hmm... Some have already been mentioned and some are a bit of a stretch but here goes...
Or just Indy/Indee/Indie?!