Lex and Lexie sounds like a nickname is give to a dog (sorry). Alexa is very classy sounding. But doesn't really feel like a nickname but it's def the prettiest to me. But if given the choice I'd probably date a Allie or Alex before an Alexa. Sandra's also a pretty good one.
I'd vote on this, but can I suggest a different option? My name is Alexandra, but I'm called Ali for short. It's like Allie, but I spell it differently. There are so many different ways to spell it. Maybe you could find an uncommon spelling of the name and use that.
My opinion is biased. I just suggest Ali because that's what I am used to. None of these names seem prettier than the other. Alexandra is a lovely name on its own, and there's no reason to shorten it really.