Turns out that "Nicky" is actually "Mickey", or more correctly "Mickey Mouse"! Dannielle seems to be attributing anything that is bad with Mickey Mouse as if it is her imaginary friend. She still likes Disney videos and the like and is not terrified when she sees Mickey Mouse on the screen. This is getting hard to try and comfort her from this imaginary friend.
One morning she woke up screeming, obviously a nightmare. I talked with her about it and she said that Mickey bit her! How frightening to have a nightmare end up with an actual attack. Later that day, after her nap, she woke up and told me that Mickey said he was sorry! Looks like I gotta let her work out the problems with her own imaginary friends!
Mickey seems to have lost favor. Now it's Pinocio!