[name_m]Milo[/name_m] → This is my number 1 choice for them. I do understand the concern about cutesy-ness, but I think this is somewhat of a non-issue. There are plenty of adult [name_m]Milos[/name_m] (Milo Ventimiglia comes to mind) who wear it well. I actually think it fits very well with [name_m]Henry[/name_m].
[name_f][/name_f][name_m]Nicholas[/name_m] → [name_m]Nicholas[/name_m] is a personal favorite, but I do think [name_m]Nick[/name_m] in particular is almost inevitable at some point.
[name_f][/name_f]Colin/Collin → [name_m]Colin[/name_m] is my favorite spelling, but I’ve known more people with the [name_m]Collin[/name_m] spelling. I definitely think Colin-with-one-l or Collin-with-two-ls will be a common refrain, so I’d avoid if that’s a serious concern.
[name_f][/name_f][name_m]Gabriel[/name_m] → Great name! I do think [name_m]Gabe[/name_m] is probably the Nick-equivalent, so I would confirm that she likes it at least as an occasional nickname.
[name_f][/name_f][name_m]William[/name_m] → Feels very well-matched with [name_m]Henry[/name_m]. Ditto again for people trying for [name_m]Will[/name_m] at some point.