Justin Trudeau's brother Alexandre Trudeau is usually referred to as "Sasha" in Canada. I'm not sure why that is. I think Sasha/Natasha is a more logical contraction than Sasha/Alexandre.

https://www.behindthename.com/name/natasha https://www.teenvogue.com/story/sasha-obama-real-name-natasha I'm shocked too.

No, it isn't. "Sasha" isn't the common or expected nickname for "Natasha" in the US (not the way that "Sue" or "Susie" are common and expected nicknames for "Susan"). You can see in Igor's second link that many Americans were surprised to find out her real first name; no one would be surprised that someone who called themselves "Sue" had a real first name of "Susan." But sometimes, children just end up with nicknames. (One of my childhood nicknames came because I couldn't pronounce my real name and my parents jokingly called me that instead. It sounds like an actual name - it is not one of the common nicknames for my name.)