Lily to Lilly. Lily is a flower, Lilly is a name. With Lilly being a one-syllable name, it would sound better with a multi-syllable middle name (I learned that from my fellow berries!). So from your list, Lilly Skyla is the best. I would suggest Lilly Sophia.
Laila would sound good as Laila Belle.
All in all, I think Lilly Sophia would be your best choice.
Congratulations on your pregnancy! :)
Wow....that's strange that you would say Sophia, as that is a name I really liked too!!
Thanks, :) xx