Baby doesn't like it when the nanny visits! Advice?

About a month ago, I hired a nanny for about 10 hours a week so that I can work from home a couple days a week without having to worry about the baby distracting me constantly. The other option is getting the work done at night, which tends to result in not enough sleep.

My 8.5 month old daughter is not a fan of this arrangement, and has started fussing and crying a LOT while the nanny's over. We switched it up so that I work from the dining room instead of the office, so that Baby can see me. It keeps the loud wailing at bay, but she still fusses and complains about it constantly.

This mystifies me, because my daughter is not a clingy baby. I have been leaving her in the gym daycare since she was three months old with no issues at all, and two weeks ago I started leaving her in my church's nursery with no protests. In both situations, when I come to pick her up, my daughter beams with the light of 1000 suns and squirms over to me, but she has no issues with being left.

I wonder if it has to do with the setting of our home. My sister in law babysat Baby a few weeks ago, and that situation was fraught with all kinds of crying. Baby also did not like her grandma visiting at first.

The nanny and I have discussed the situation. She thinks that Baby is protesting the sudden change in normalcy and will get used to it eventually. She has suggested that next time she comes over, I remove myself to a coffee shop for a while, and we'll let baby "cry it out".

On one hand, I'm unsure about this situation. I know my daughter's distress cry, and that's what she's crying when the nanny's watching her and she can't see me. On the other hand, I don't know what else to do. I think we'd have this same problem with any other new sitter whom Baby didn't know well, but I do doubt myself. Maybe she just doesn't like the sitter. Either way, I simply can't get my work done when I'm breaking every 10 minutes to feed the baby, put the the baby to sleep, make sure she doesn't chew any power cords, etc, so I need a baby care solution.

Do any of you have experience with similar situations? What did you do?

edit: TL;DR: Baby cries a lot for the nanny, but I need the nanny so I can get my work done. I don't know what to do.