Thanks ladies, i love Shay (its spelt that way cos DP gets confused with spelling and writes it that way anyway) but DP isn't sold on it cos "it sounds like its short for something" and also cos we can't decide on a middle name for it...
Shayanne? Shaylyn? Shayleen? Shayenne? That way you can ease your DP into calling her Shay because it really will be short for something! My cousin's daughter is named Siobhan, pronounced kinda like Sha-VON...