Hector’s a serial nicknamer with literally everyone he meets. Ernesto, Imelda, Miguel, Chicharron, everyone. So much so that Imelda knows things are serious when he acually says “Imelda” rather than “diosa” or “querida”.
With Coco, though, there’s no nicknames. She’s always, always Coco, because there’s no sweeter name in the world he could call his daughter.
Edit: I do know that Coco is a nickname, but I mean more in terms of monikers rather than names you go by. (Like how he calls Miguel “chamaco,” etc.)