In japan Indiana Jones has been called Indy Jones ever since its first movie including movie titles like Indy jones(インディ・ジョーンズ) and the 魔宮の伝説(the legend of the develish temple?). I don't know why. At least is it correct that Indy was the short term for Indiana and Indianna was called Indy in the movies? Maybe Indy is easy to pronunce for japanese, so the movie distributor chose Indy. I think we rarely say 'Indiana Jones' either when we talk about the character in the conversation.