Off the top of my head, I like:
Hazel Lucienne nn Elle
Elise Diana-no nn
Julia Celeste nn Lulu
If Emmeline could be a middle, Carys Emmeline would be stunning.
These are far from the best I could come up with, but they're the first that popped into my mind, and they are quite nice, at least in my opinion.
Tess Penelope Cara (I just love this for you so much!)
Emmeline Olive (my all time favorite is Emmeline Stella but I know you aren't a Stella fan though)
Josephine Aurora (since you already used Aurora maybe Josephine Cara)
Hazel Seraphine (Aww I love Hazy as the NN for this!)
Adeline Georgia Pearl has my heart!
Grace Philomena of course! but I do love Grace Marigold so much for you!
Audrey Seraphina (Though I have always been a huge fan of Audrey Michaela too)
Catherine Priscilla has my heart at the moment but Catherine Eleanor and Catherine Seraphina are gorgeous as well
Sylvia Willow or Sylvia Josephine
Lila Kateri was my old combo but Lila Therese is lovely too
Julia Seraphine (but I love Julia Catherine and Julia Kateri too)
Jocelyn Aurora has always seemed perfect to me!
That was so much fun!
I had never thought of nn Posy for Josephine but it would be so cute on a little girl! Not crazy for Hazy, but I do like Hazel. I also really like Adeline, Audrey, Sylvia and Jocelyn! I'm not great at combos but here are a few:
Tess: Theodosia Jane, nn Tess
Emmeline "Emmy": Emmeline Rosanna, nn Emma Rose - though I would probably go with Emma Rosalind
Josephine "Posy": Josephine Pearl, nn Jo (but Posy is awfully sweet)
Gwendolyn "Winnie": Gwendolyn Sylvie
Hazel "Hazy": Hazel Margaret
Adeline "Addy": Adeline Fern, though I'm loving Adelaide Pearl, nn Ada
Grace: Grace Lavinia, or Lavinia Grace better
Zara: Zara Pearl
Audrey: Audrey Lillian
Catherine "Kit": Catherine Anne, nn Kit or Kay
Lyra - Lyra Catherine
Sylvia - Sylvia Corinne
Lila - Lila Estelle
Elise "Ella/Lise" - Elise Miriam
Julia "Juju/Lulu/Lia, Jul" - Julia Meredith
Jocelyn "Joss" - Jocelyn Blythe
Caroline "Cara" - Caroline Matilda, nn Caro
(Pearl is a family name.)
Emmeline Nova "Emmy"
Josephine Eleanor "Posy"
Gwendolyn Tate "Winnie"
Hazel Kairi "Hazy"
Adeline Kenzie "Addy"
Catherine Penelope "Kit"
Elise Falcon "Ella/Lise"
Julia Coraline "Juju/Lulu/Lia, Jul"
Jocelyn Billie "Joss"
Caroline Maeve "Cara"
Hazel Grace- TFIOS reference. Anyone? Anyone??
Grace Ophelia June
Catherine Margo- not the best, but I couldn't really think of anything else.