We ran into this problem recently when we realized we would be paying our nanny for all day while our kids went to preschool for the mornings. Our (not ideal I'm sure) answer was to not do preschool right now and rather sign the kids up for swim lessons, ski lessons, music class, and do various story times and other play group type activities. Our nanny takes them there.
There were many reasons we did this, but a major one was that we want (and honestly, need) someone to be available when the kids are sick or if our other childcare providers are sick. (Our system consists of a 30 hr/wk nanny - 3 days; my mother one day; and my mother in law one day.) If there's a snowstorm and my mom can't make it up I need to know my nanny doesn't have another job and is able to cover. It's worked out well but we pay our nanny quite well for the area we live in so that we can guarantee relative flexibliity and have backup care.