"Variant of Khadija"
The name Khady is commonly a female name from the "Arabic" origin.
Khady is a West African form of the Arabic feminine name Khadija, used in Senegal, Mali, Guinea and Gambia. The spelling with a final y follows the French-based transcription used in Senegal, where the Arabic name is rendered Khady. Its appearance in United States birth records in the late 1990s is recent relative to that longer West African history.
Khadija means "The prophet Muhammad's first wife; a perfect woman / a child born prematurely".
The pronunciation of Khady is KAH-dee.