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Sooo, considering Victoria named the heir Estelle, this less important baby could be named pretty much anything ... Anything that's still fit for royal circles, at least.

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For first names I'm thinking something like ...
Amelie, Aurora, Clara, Eleanor, Elise, Elsa, Evangeline, Genevieve, Josephine, Lilian, Louise, Norah, Pauline, Penelope, Rosalie
Alexander, Arthur, August, Axel, Carl, Edmund, Edward, Henry, Hugo, Oscar, Theodore, Walter, Wilhelm
Some family names, some that just seemed the right style. Several are already taken by friends and family, but they might not care.

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Maria seems to be a big family name on Chris's side. So if this baby is a girl, she will probably get that as one of her middles. I'm guessing Josephine as a middle too, since it's one of Madeleine's, and also Chris's grandmother's name.

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Carl is a likely middle name for a boy. Maybe Walter/Walther too - it was Madeleine's grandfather's name, and also Chris's mother's maiden name, and there's seems to be have been a tradition in the O'Neill family to give family surnames as middle names.

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I'm also guessing that this baby, not being that royal, might have only three names instead of the usual four.