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Sirius has never actually called Lily her name, btw. He calls her Lilian and Lilibet and Lilith and Lillete and Lilah and Lizabeth and Liliana and Lydia and Liana and Lilette. Never just Lily.
She tries to do it to him in return, but there’s not much that Sirius can be short for. She compensates by calling him names and teasing him constantly.