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As others have said, it sounds like you have a name!
Our neighbors have a grandson named Eamon(n). I've only heard it, so I don't know whether they used the Irish spelling or a more Anglicized one. There are points in favor of either approach; given that you'll likely need to spell it for people either way, you may as well go with the spelling you like best.
I agree with the above comment that the proposed sibling set sounds delightfully mixed and yet cohesive, with a different number of syllables for each child and different origins, but all British and all with a history of use.
I have moved this fantasy over to Name Games where it belongs.
(If you actually had triplets due in a month, you'd be visiting them in the NICU by now.)
As others have said, Matthew, Andrew, and Thomas are all excellent choices with your surname, but all run the risk of sounding a bit bland or generic. The way to fix this is with a distinctive middle name. Zachary works because of the high-Scrabble-value initial, but you could also choose an unusual name from the family tree, or a reference to a favorite author/artist/character/whatever: Almanzo for the Little House fan, Dante if you're more into classical poetry, Blaise for the physicist, etc.
Even if you didn't need a disambiguator, the best middle names have some sort of significance to the namers, so I suggest thinking of people or ideas you value, and then thinking of names that connect to them.
I'd have some trouble adjusting to Sahara as a person's name, so the basic human instinct to substitute the familiar would cause an immediate jump to "Sarah?", but it's up to you whether you consider this a problem or not.
Catherine is a name with no consensus on the spelling in English, but 'e' in the middle is more common, so if you go with Katharine, you need to be prepared to correct people All The Time. It can help if you have a clear reason for choosing that particular spelling (such as a homage to Katharine Hepburn), so that the confusion is just something that's there rather than a constant irritant.
All of your choices are timeless classics, so you really can't go wrong. My favorite is Elizabeth, both because it's beautiful and because it's a family homage on all sides for us.
The reason Hendric sounds namey is that it _is_ a name. :-) It's an old form of Henry, and is one possible antecedent of Henderson. (That is, the byname Henderson goes back to a guy who was the son of a Hendry or Hendric.) As a surname, it's probably more often spelled Hendrick, but without the 'k' also looks fine to me.
I do like Hendric as a reference to Henderson, but everyone will always assume you mean Hendrix, so you may as well just go with that. :-)
Oh, you mean like in "row, row, row your boat"? Nope, never. My step in-laws are surnamed Rowan, and the association has never occurred to me. However, "rowan" does not sound like "roan": two syllables versus one, to start.
I actually kinda like the boy's name Rowan, which is surprising because neither surname-names nor word-names are part of my style. I know two people with this name: an adult man and a preteen girl. The latter is an Anne McCaffrey reference.
I had to look it up (he really did that? in a prepared speech?), but Nambia definitely gets my vote.
(Looking it up, I had to put it in quotes: it felt like Google didn't want to allow me to make the mistake.)
Thank you for the update, and congratulations! (What are you doing online when you have an hours-old baby? <grin>)
Evelyn is a fairly standard and unambiguous spelling, while Layla could be Laila or Leila or any number of other spellings, so Evelyn gets my vote. (I say "fairly standard" because Americans can and do get creative with the orthography of every baby name in the universe.)
Was the ex-husband just Ben, or Benjamin, or Benedict?
If he was just Ben, or if he was Benedict (or some other name) called Ben, I think you could use Benjamin, and let your sister-in-law know that she is free to call her nephew the full Benjamin all the time -- or Obi-Wan, or a nickname of her own choosing.
If the ex was Benjamin called Ben, you could go with Benedict, and allow SIL to use Ned as her special nickname for her nephew.
But a pre-name-bestowal conversation with SIL is definitely called for, armed with the above options.
Bodhi is OK if you're Buddhist (although I'm not sure Buddhists would use this as a name). Bode looks like it ought to rhyme with 'mode'. (I know there's a skier or some such with this spelling, but it always looks wrong on him, too.) Maybe Bodie as a compromise? All in all, I think you have better options.
A sister with middle name Lucy (or whatever) wouldn't rule out Lucius for me, but Lucius Malfoy might. Any interest in Julius instead?
I love the idea of a Wolfgang (or Wolfram, or Wolf) nicknamed Cub. None of the full names would be out of place in a modern group of children.
I dislike Gone With the Wind, and by extension the names that are distinctly associated with it, such as Scarlett and Rhett. As a nickname for something like Everett, it'd be OK.
Bray is what a donkey does. Please don't inflict this on a child. Heck, don't even inflict it on a pet.
Bear for some reason is a lot less name-y in English than Wolf. (Perhaps it's because it's a homophone of 'bare' as in 'naked'?) It'd make a fun nickname for something like Edward or Theodore, and as you say, it'd be good for a middle name.
The problem with Harvey is that really, the name has absolutely nothing to do with it. Yes, there's a coincidence between the hurricane and the person, but this hasn't affected either story, nor has it created a story of its own.
(No, I don't have anything better to offer. I've been deliberately avoiding news and media.)
I confess that I didn't wade all the way past your wall of text, but I did get far enough to know that your angst is based on a false premise: that Emilia and Emily are different names.
They are plain and simply Spanish and English versions of the Latin name Aemilia, which is the feminine form of the Roman family name Aemilius. Masculine versions of the same name include Emil and Emilio. (Amelia has a different origin, but it is often conflated with Emilia/Emily.)
You were named after both of your grandparents, and it's a wonderful tradition which connects generations in a way that few other things can. Enjoy it, and thank your parents for giving you this gift of an honor name.
Combining ideas from Miriam and nedibes, maybe Lily? It's a sometimes-diminutive of Elizabeth, but also a stand-alone name with botanical connections, like Violet and Olive (although you're already covering that angle with Juniper), and the letter L would connect to her parents, while the name of the letter would connect to her sisters. Similarly connected to Elizabeth but not as overtly botanical, there's Lilian.
Yes, [æ] (ash, a-as-in-apple) is absent from many languages. Hungarians often substitute [ε] (epsilon, e-as-in-get) for it, or even simply hear it as that, but can usually learn to pronounce it. (It's much easier for them than /th/.)
Nothing's foolproof, but you'll have the easiest time internationally if you stick to the "canonical" sounds found in phonetically-sparse languages like Latin. (Latin made an excellent international language because of this. The flip side is that it made a horrible basis for everyone else's writing systems: the alphabet simply doesn't have enough letters.)
Daisy is a nickname for Margaret because marguerite is another name for the flower.
My stepmother-in-law is Ursula in English. In Hungarian, it's Orsolya, roughly /OAR-show-ya/, which I've always considered a beautiful name, but I've had a harder time with the English version. The sea witch certainly doesn't help in that regard. To the best of my knowledge, "our" Ursula seldom gets any comments referencing the Disney character, but she's 81 years old now, and has always come across as a somewhat formidable lady. (Add to the equation that she has three sons and two grandsons, no daughters anywhere except in the step-family, and the only extended relatives who were children in 1989 lived in England.)
All of your names have something going for them, and nothing majorly against them, so as unhelpful as it may be, I've got to say it: you can't go wrong.
Optatus: Dashiell goes back to Dashiell Hammett. Period, end of story. It did not exist before him.
(The author's name is generally /DASH-ell/, but at least one person on Forvo adds a short /-ee-/ syllable in the middle.)
I can sort of understand the "elegant" classification, but it does not qualify as "classic" by any definition that I know of, unless you're really, really stretching things and calling any surname-name "classic".