My first thought was Natassia was variant of Natasha which is a form of Natalia or Natalie. I am surprised how many people think it's form of Anastasia. (Note Anastasia and Natasha are separate names with separate roots. Anastasia means resurection and Natasha means born on Christmas day.) I would be really interested in hearing the roots of this. Keep in mind you've managed to stump name nerds on how what is this name? and where did it come from? A lot of people will get confuse it. On the other Jessamine is different, too. I think either would be good and you should work things with him.
I think both sound equally good with Sepphiria. I like Pearl, Ruby, or Peridot for middle names. Good Luck!
I knew a girl who was called Nastassia and she got saddled with the nn "Nasty" (which sadly suited her personality). Since you already have a daughter with an "ia" ending (Sepphiria), I would choose Jessamine. Sepphiria reminds me of the word "sapphire" and Jessamine is a nature name (a gorgeous yellow flower) so I think they're well-matched for siblings.