I would put the nickname in quotes in between her first and last name.
ex. Joe "Candy" Smith (that's a fake name)
I guess you could ship it with that name, but make sure her parents (if she's living wither her parents, I don't know how old she is) know.
The person delivering it likely is familiar with the names used at that address. If they have seen it before, not a problem. We use good judgment as to whether there is a problem. I would deliver it.
you could also use c/o [in care of]
that address
like this
candy
c/o 123 main street apt 5
anycity, ca 90066
or
candy
c/o c smith[ a person you live at that address]
123 main st apt 5
anycity ca 90233
A very-aware postal employee would reject the package.