Understanding the interplay between nematicity, magnetism and superconductivity is pivotal for elucidating the physics of iron-based superconductors. Here we use neutron scattering to probe magnetic and nematic orders throughout the phase diagram of NaFe1-xNixAs, finding that while both static antiferromagnetic and nematic orders compete with superconductivity, the onset temperatures for these two orders remain well separated approaching the putative quantum critical points. We uncover local orthorhombic distortions that persist well above the tetragonal-to-orthorhombic structural transition temperature Ts in underdoped samples and extend well into the overdoped regime that exhibits neither magnetic nor structural phase transitions. These unexpected local orthorhombic distortions display Curie-Weiss temperature dependence and become suppressed below the superconducting transition temperature Tc, suggesting that they result from the large nematic susceptibility near optimal superconductivity. Our results account for observations of rotational symmetry breaking above Ts, and attest to the presence of significant nematic fluctuations near optimal superconductivity.