I'm Granny, which I love and chose, with my daughter's blessing (the same as my Mum was to her). The other two are both Nana and then their name. I can understand your upset, maybe discuss some alternatives with your daughter when things have settled down a bit. Personally, sorry - I have to say Nanny is not something I would ever chose to be called.
Congratulations on your beautiful granddaughter, that's the main joy to focus on.