MIL picking names/nicknames for our baby?

We found out we are having a girl today and we already decided beforehand that we wanted the name Abigail and Ethan for either one. We told her the name today and she is calling the baby Azra.. my fiance says oh its just a nickname, it can be her middle name, however we already agreed that she won't have a middle name like my mother and I . I won't deny that my fiance is a mommas boy so how do I handle this?