As to the word "nay" being or not being common in that area, I think it's irrelevant, or at least far from conclusive.

If you want to fill a line with three alliterated words starting with N, and you want all of them to be a negative, your choice is pretty limited, isn't it?   Sure, the line COULD have been "No, no, never", but that's pretty pallid, and the use of "nay" gives three distinct negatives, making it far more interesting.

"Nay" doesn't, for that purpose, have to be part of your everyday speech; all it has to be is known and recognizable.

Dave Oesterreich