I know a female Audie, short for Audrey. I always found that nickname unnecessary -- it just sounded like a little kid who couldn't say Audrey! I'm guessing that's how her nickname came about in the first place.
I never thought about it for a boy, but I like it much better. I'm not huge on Auden, it just seems made up and trendy. However, I can't really think of anything else it could be a nickname for -- Augustin and other August names would probably be a stretch... I'll think on it!