In your situation, since [name_m]Nils[/name_m] is already part of his name, I wouldn’t recommend legally changing it. You can still call him [name_m]Nils[/name_m] in everyday life while keeping [name_m]Oskar[/name_m] as part of his first name. From my perspective, [name_m]Oskar[/name_m] [name_m]Nils[/name_m] has a nicer flow, and it is not that uncommon to find people who go by their middle names. To help your baby and his sibling adjust, you might start by calling him [name_m]Oskar[/name_m] [name_m]Nils[/name_m] and gradually transition to [name_m]Nils[/name_m] over time. This approach allows you to see which name suits him best and how he responds to the change.
[name_f][/name_f]Good luck with your decision!