I much prefer
Dorothea. I like
Theodora too but not as much as
Dorothea. I don't really like
Dorothy.
Dolly makes me think of dollymops(19th century slang for an amateur prostitute).
In spite of my lukewarm attitude to
Dorothy it makes a nice siblet with the other names you mention.
I know someone who has a nearly grown daughter called
Dorothy Ellen. I am not sure but I think she uses both names.