From Bob's comments, I guess we can assume that nicknames were simply normal in the south in the times we're talking about; this was certainly the case in the prisons where we have 'Iron Head', 'Clear Rock', 'Flat Foot', 'Gar Mouth', 'Jay Bird', 'Sin Killer', 'Fat Head' etc. I won't give you John Bray's nickname I alluded to above; has anyone checked this? Some of these suggest physical characteristics like 'Blind', 'Crippled', 'Fatty', 'Stump' but although we find such names unaaceptable now, it doesn't mean that this was the case then, or will necessarily be in the future.
Dry bone, yes I too think those four were the greatest and, interesting, all very different in style. How Blind Blake played like he did is truely amazing and, considering he played with well known musician like Johnny Dodds, it's also amazing we don't know who he was.
Doc John