I don't see us using Elena and Alexandra/Alexander together because the beginnings of them are very similar. Personally, I think we should go with Elena, but I could be persuaded into using Alexandra/Alexander instead.
Our list thus far (I narrowed down my opinions on your names to make it a wee bit smaller)
GIRLS
Millie: Lucia, Kate, Ruby, Caroline, Isobel/Isabella (Bella)
AE: Sophia, Eden, Fiona, Natalie
Both: Elena*, Anna*, Alexandra
I think we should try to -- in our combos -- get one name from each of our lists (i.e. Lucia Eden, Sophia Kate, Caroline Natalie, Fiona Ruby). My favorite name from your list (excluding the ones we both had) would have to be Lucia. I really do love Elena and Anna from our jointed list. From my list, I'm not super attached to any of the names at the moment but I do prefer Natalie (nicknamed Tali perhaps, or Nat/ty) to Natasha.
We need to work on boy names as well as add to this list if possible