Often when you need to do something tedious like checking a list of variables for a match, it's better to stop and think about what you are doing and if you have the most appropriate data structure to do it.

In this case, instead of %list1 = joe, %list2 = bob, list3 = jim, you could:
-> put all nicks in a single var
set %nicklist joe jim bob
if ($istok(%nicklist,$nick,32)) { echo yep, $nick is found }

-> make an ini file
joe = 1
bob = 1
jim = 1
if ($readini(nicks.ini,nicknames,$nick)) { echo yep, $nick is found }

-> make a hash table
hmake nicks 10
hadd nicks joe 1
hadd nicks jim 1
hadd nicks bob 1
if ($hget(nicks,$nick)) { echo yep, $nick is found }

Each has it's own advantages and disadvantages, the key to being a good scripter is choosing the option that suits best, not in this case, but combined over all other uses of this data (list of nicknames here)