"The Iron Butterfly" is a nickname that sometimes refers to which Oscar winning actress?

Dolly Parton ?

http://www.imdb.com/name/nm0000573/bio

Cannot find that she won an Oscar.

Yes you are correct sorry, oscar nominated several times but never won.

Loretta Young
Oscar winner sometimes nicknamed 'the steel butterfly' or 'iron madonna'.

http://articles.latimes.com/2000/aug/13/local/me-3609

Jeanette MacDonald

Always using wise judgment, Jeanette was ready to make great sacrifices upon her part to accomplish what she envisioned; but the business woman/artist in her knew when to compromise and when to stand firm. This remarkable ability would win her the nickname “The Iron Butterfly” which she wore proudly.

https://en.wikipedia.org/wiki/Jeanette_MacDonald

http://www.jeanettemacdonaldfanclub.com/Jeanette_MacDonald_The%20_True_Show_Woman.htm

During the 1930s and 1940s she starred in 29 feature films, four nominated for Best Picture Oscars (The Love Parade, One Hour With You, Naughty Marietta and San Francisco), and recorded extensively, earning three gold records.

...No personal Oscar.

According to this article, Julie Andrews is known both as "Iron Butterfly" and as "the nun with a switchblade".

http://www.dailymail.co.uk/femail/article-504991/A-spoonful-vitriol-Why-Julie-Andrews-Mary-Poppins.html

In 1965, she was awarded an Oscar for Best Actress in a Leading Role for her performance in Mary Poppins (1964).

http://www.imdb.com/name/nm0000267/awards