Congratulations!
Natalie Marissa is a lovely name.
Delilah has a horrible Biblical association. I would ditch that. I would also ditch Calleigh, because it's made up and tryndee looking.
Calista with the nickname Cali would be gorgeous, and I love
Evangeline and too.
Lily Evangeline,
Evangeline Lily,
Calista Evangeline,
Lily Calista and
Calista Lily would be lovely.
I love all your boy names, but hate the nickname
Gabe.
James Gabriel or
Gabriel James would be fantastic, but I hate the alliteration in
Julian James /
James Julian, even though I love both names.
Suggestions (possible nicknames are in quotes):
Sophia Olivia Charlotte AnnabelJasmineHopeGraceAnneliseAnnaRachelJulietIrisRoseEvelyn
NicholasMichaelThomasJonathanNathanielLucasWilliamBenjaminSamuelDanielEthanEvanAlexanderAnthonyAndrew
Any you like?