It is IMPROPER to translate a person's name unless that person
translates her name herself. A person named Josephine should always
be called Josephine unless she decided to change it.
Josie is a name. It is improper to translate a name unless the
person by that name uses a translated name.
Keeping that in mind, Josie is sometimes a shortened version of
the name Josephine. In Spanish Josephine is Josefina.