I love Mary! I may be a bit biased since it's a family name, but I think it's simple yet classy and feminine (plus it isn't overused anymore :)
Of your combos, Mary Celeste is my favorite. The others aren't really my style. Some other suggestions:
Mary Alexandra
Mary Aurelia
Mary Celestia
Mary Cecilia
Mary Daniela
Mary Eleonora
Mary Gabriela / Gabriella
Mary Isabela / Isabella
Mary Julianna / Juliana
Mary Liliana
Mary Luciana
Mary Natalia
Mary Ophelia / Ofelia