Well, as I've mentioned, Pancho is generally used as a shortened name for Francisco. Segura's name is Francisco Olegario Segura, so when he's called Pancho, it's short for Francisco (like say Tony is for Anthony). Segura's nickname is Segoo.
Gonzales' name was Ricardo Alonso Gonzalez, and was sometimes anglicised to Richard Gonzales. Gonzales' nickname was Pancho (unlike with Segura, where Pancho is a shortened version of Francisco), which was regularly used.