I never finished FFIX (got busy, couldn't remember what was going on when I tried to get back into it), but for characters with multiple names, it's all about the POV.

In your four examples above, I'd have her consistently "Garnet" in her POV chapters and consistently "Dagger" in Zidane's (aside from dialogue, of course, where her name depends on the speaker). If you think that she identifies as Dagger more than Garnet, she could just be "Dagger" in all the narration, which would probably be the most elegant solution.