I don't think I've ever heard Brody's wife call him "Nicholas" throughout the first two seasons of Homeland. Why does she always call him by his surname?
Here is Nicolas Brody's (Damian Lewis) answer on it -
Q. Why does the wife call him Brody?
A. [Laughs] Morena’s been asking that all season. “Why don’t I call him Nick?” I’m a boarding-school-educated Brit so people have been calling me by my last name forever. So it doesn’t seem that weird to me. I think the writers see it as a term of endearment.
By the way, it's very common for military wives to call their husband by their last name.