I'll ask her again in case some more memories have settled out, but it won't be today as there's no such thing as a quick phone call in our family and I need to do quite a few things today! I want to know why she particularly remembers this girl and how she knew her name. Nicky is presumably short for Nicola - is that a common name in the 20s/30s?
Have you thought of sending a copy of the picture with your note to the paper? They usually like that sort of thing - local interest, I suppose. Terry Cringle used to have a good page in the Manx Independent, I think called Nostalgia, which often had old(ish) photos of Douglas like that, or groups of people with requests for names.