From the GGBP foreword:

The Girls of St Bride's OUP 1923
Nancy at St Bride's OUP 1933
That Boarding School Girl OUP 1925
The New Girl and Nancy OUP 1926
Nancy to the Rescue OUP 1927
The Best Bat in the School OUP 1931
Nancy in the Sixth OUP 1935
Nancy Returns to St Bride's OUP 1938
Nancy Calls the Tune OUP 1944

So there is one at the start about St Bride's but it doesn't have Nancy in it. It looks like she just used that school she'd invented for one book as the school Nancy had left in That Boarding School Girl and then went back and wrote that story later on. And I'm wrong about Bruce writing Nancy at St Bride's at the very end. In publication order it's before Nancy in the Sixth. Perhaps she was contemplating Nancy Returns to St Bride's at the same time.

I can get some more Bruce to your neck of the woods. Can't do the first Dimsies this time as I've got a heavy omnibus edition and I'll be on a train next visit but I'll dig out a couple of others.

I don't seem to have Girls of St Bride's or not in any obvious place, which is annoying.