I really like
Leona! It has a very soft touch to it.
Fiona has a nice sound, but it has become too popular in my opinion.
Leona Marguerite sounds fine.
Marian is nice, but a little too masculine to me.
I'm not a fan of nicknames, but
Leo makes sense. But on the other hand, it's quite masculine and therefore probably not the best choice. But again, I am not fond of purposely choosing a nickname (before a child is even born).