I voted for Helena Mary, I love it! I think it goes best with your other children's names. All of the rest are nice, but there's some reason or another I wouldn't use them. I'd definitely use Helena for my own child. It's so beautiful and literary and classic, timeless and I love the nn Nellie and Nell. BTW, I absolutely adore Genevieve and I would do just about anything for my DBF to approve it :)
I chose the following
Marianne Elizabeth- these are both longer names but they are easy to say together and have a nice rhythm. Anne is my middle name and i always liked the nn Annie.
Penelope Olive- so adorable, love the nn penny. The sounds trip over themselves just a little bit but not enough for me to really care.
Elizabeth leona- gorgeous name! I'm not wild about Bess, but i know others here prefer that nickname. But I do like just about every other nn for Elizabeth, which makes the name a winner for me. Leona is so lovely.
Violet Elizabeth- another pretty pairing. I like Vi for a nn, and the more uncommonly heard sounds of the v and z together. I almost prefer it as Elizabeth violet, but either way is nice.
Lorelei Jane- equal parts whimsy and reason. I really like this combination. I could see people shortening Lorelei to Laurie, which I'm not really in love with, so I'd personally be ready with an alternative nn (Lolo, Lola, or Rory maybe?)
Felicity olive- two word names that work well together, and I like the repeated 'li' sounds in the two.
Bridget Louisa and juliet Kelley didn't really spark in my opinion (Bridget Eloise or Eloise Bridget is a nice variation) and Anastasia Louise was kind of a mouthful for me.