For your family my first choice would be Lea Christine and Henry Paul. Lea is chic while Henry is classic and both would complement your other children wonderfully.
I don’t see any issues with the shorter length of Lea. If Leo works why not Lea? Rose is short and Christine is long so overall the lengths aren’t very different. If you had too many options and were trying to narrow down, you might look at preferences like length, but it doesn’t seem helpful when you only have a few names on your list.
You already have a lot of suggestions and I’m trying to think of something you might not have considered, whilst keeping to your criteria. I’m including saint names where the gender is reversed.
Girls:
Denise - It may be out of style but if you picture a bright, young girl or woman it feels tailored and chic. I think so, anyway. A name like this with deep history can always be successfully revived.
Gabrielle - I much prefer the French form over Gabriella. I don’t care for Gabby but there are other nicknames like Elle if you want to avoid it.
Vivienne - Fresh and stylish. One downside is the similar ending sound to Madeleine.
Prudence - Not to everyone’s taste, I know, but I think it’s lovely. Prue, Rue or Penny for nicknames.
Boys:
Laurence - Complements Madeleine particularly. Not an exact clan name, but Laurence can relate to clan MacLaren.
Nicholas - Classic, always in style. Not a clan name but it can relate to clan Nicolson.
Robert - Traditional and lots of nickname options, including my favourites Robin and Bertie. Not an exact clan name, but there is clan Robertson.
Samuel - Classic and I find Sam such a sweet, friendly name. I like how the ‘m’ sound carries across Madeleine too. No clans.
All the best with your search!