Definition from Wiktionary, the free dictionary
See also Nelly
Etymology 1 
Shortened from Nelly Duff, for puff, i.e. breath of life
nelly (uncountable) (not used in the plural)
Usage notes 
- Used principally in the phrase not on your nelly.
Etymology 2 
From the woman's name, Nelly
nelly (plural nellies)
- (derogatory, slang) An effeminate homosexual man.
- (UK, slang) A silly person.
- A common name for the giant petrels, Macronectes giganteus and Macronectes halli
- (petrel): Antarctic giant petrel, northern piant petrel, southern giant fulmar, southern giant petrel