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Well, most of the names you have listed only technically have negative meanings - it is the religious connection which is important, and would be seen as positive by religious Spaniards, Italians et cetera. For example, Dolores meaning pains or suffering - Santa Maria de los Dolores is the Spanish way of saying Our Lady of Suffering, one of many such names for the Virgin Mary. So Dolores actually evokes thoughts of suffering relieved by the Virgin, suffering endured thanks to the Virgin's grace, and also the suffering which she endured, and a Christian's desire to remember the sacrifices made by both her and other early Christians.