My Kennedy database has over 8220 Kennedy's (including many duplicates), but it is still very incomplete. There are currently 607 Mary Kennedys, including births, marriages and deaths. Right now there are none that married a Nelson.
So, I have no way of telling if there are any relationships. If you can provide dates or locations, I could possibly narrow down the list.
As the database gets more contributions from other researchers, there will be better chances of finding matches.