I know you haven't asked for opinions but when I read it, all I kept saying was 'embryo'. I can see the appeal in the sound though.
I think Embry is a cool choice for a first name. Everytime I hear it in a movie, I think it is funny since it is my last name. I was a Peace Corps Volunteer in Africa years ago and one of my students named her baby girl Embry after me, which was a great honor. By the way, not once in 48 years has someone called me "Embryo" or teased me which that word. So, in case you were worried that the baby would be teased. Many names can be mocked with similiar sounding words, so I would not let this stop you from naming the baby Embry. As far as a middle name, I would choose a name with three syllables to go with Embry, since I think it would flow better like Embry Elisabeth, Embry Catherine, Embry Alexandra. Of course, it also depends on your last name! Good luck and please come back and tell us what you decided on. I am finding that people come on this site to ask advice and then never come back and tell us what they chose! Oh, one last thing, my criteria when I was naming my children was, can you put the word Doctor or President before their name. For example, will President Tiffany... be elected (sorry if you love the name, it is just fluffy)? Do you want Dr. Septimus... doing brain surgery on you? LOL! Really? My Mom was a Doctor, so I do know it works with Embry by the way! Just my two cents.