I'm not a big fan of "-ana" names in general so I'm more inclined to
Sofia Paloma.
Paloma is much more interesting, anyway.
Sofia Leonor is your best combination. How about
Sofia Pilar?
I adore Spanish names as well. They have a proud, regal quality to them, don't they? Some of my favorites:
Leonor, which you already list
PilarInez /
InesMercedes FranciscaConsueloXimenaJacinta