[name_f]Penelope[/name_f] is my favorite because I feel like it fits your other kids names best, particularly your daughter’s. There are so many nicknames for [name_f]Penelope[/name_f] but if you like [name_f]Pippa[/name_f] I think that would be fine! I personally find it really unbalanced if one child has a nickname and another child doesn’t which is why I feel [name_f]Penelope[/name_f] fits better then [name_f]Willa[/name_f], [name_f]Nora[/name_f] or [name_f]Faye[/name_f], even though they are all three lovely names.
[name_m]The[/name_m] other suggestion would be to use the name [name_f]Eleanor[/name_f] and call her [name_f]Nora[/name_f]. [name_f]Eleanor[/name_f] has the same number of syllables as [name_f]Josephine[/name_f] and [name_f]Nora[/name_f] is a common nickname so there would be no confusion. It also avoids the first syllable starting with an O sound.
All that said, it sounds in your post like you aren’t really a fan of [name_f]Penelope[/name_f] and if that is the case, don’t use it! It sounds like [name_f]Willa[/name_f] and [name_f]Nora[/name_f] are the names that really have your heart and if so, you should choose one of those.