Notts student here, glad to hear it!
There is no point putting Durham as insurance because if you get the grades for Durham, you are still obliged to go to Nottingham because you would've received the grades required for your Nottingham too, and as your firm, you have to go.
If you want to go to Durham more than Nottingham, put it as your firm then Nottingham as your insurance, that means you can still go to Nottingham if you don't get into Durham. Although that does mean if you end up at Nottingham you end up with last pick of accommodation and possibly some other worse things like not being eligible for certain scholarships (eg Top class entry scholarships for Engineering students where you received £1000 for getting three A's if going onto the Engineering Course and if you had made Nottingham your firm offer on UCAS).