Your name list strikes me as very regal 
I could imagine queens (not necessarily from this day and age!) with all the names you’ve listed, they’re lovely.
[name]Diana[/name] - this reminds me of an actress I love, [name]Dianna[/name] Agron, but I’m sure most people will automatically think of the princess. This name really is the epitome of classic elegance in my opinion, but I think the strong “eye” sound gives it a boost. I’m a sucker for that sound in names ([name]Violet[/name], [name]Shiloh[/name], [name]Milo[/name], [name]Isla[/name] etc)
[name]Helena[/name] - [name]How[/name] are you pronouncing this? I love it pronounced hel-AY-na, but for me HEL-en-ah just doesn’t have the same appeal, it feels much more plain.
[name]Xanthe[/name] - [name]Love[/name] [name]Xanthe[/name]. I always wonder if most people would find it hard to pronounce, but it’s so spunky and sweet! Probably best suited to the middle name slot realistically, though I think it could work as a first for the right people.
[name]Lark[/name] - [name]Lark[/name] is strictly middle name territory for me, as I can’t get the “larking about” connotations out of my mind. Having said that, despite it’s most harsh sound I think it’s beautiful.
[name]Penelope[/name] - [name]One[/name] of my top favourites at the moment! I really love the versatility of [name]Penelope[/name]. She can be [name]Penelope[/name] at work, [name]Penny[/name] at school, [name]Nell[/name] at home, [name]Poppy[/name] to her friends etc - there are so many different nicknames you can get out of it. But, unlike some names, the nicknames don’t take away from that sweet and feminine feels of [name]Penelope[/name].
[name]Imogen[/name] - [name]One[/name] of the names I love for other people more than myself. It’s a bit clunky for me to enjoy to it’s full extent, but there simply aren’t enough little Imogens around in my opinion. Perfect balance between strong and girly.
[name]August[/name] - I definitely prefer this for a boy, but there’s nothing to say it can’t work for a girl as it’s is a word name (okay, I know the word came from a male name, but I’m talking relatively to the time period). I just think the sound is a bit too masculine for my liking.
[name]Iris[/name] - I used to hate this name, it seemed plagued by the curse of the elderly. However, I’ve seen it in so many lovely combos here on NB that it’s really grown on me. I’d probably prefer it as a middle myself, but I think it could be very refreshing as a first name.
[name]Eloise[/name] - As a [name]Harry[/name] [name]Potter[/name] fan, acne-ridden [name]Eloise[/name] Midgen prevents me from loving this name (though I do love [name]Eloisa[/name]). It’s very sophisticated though, it gives me a feeling of “handsomeness” (in the old, [name]Jane[/name] [name]Austen[/name] era sense of the word) more than “beauty”. I think it’s similarity to [name]Ellie[/name] and [name]Louise[/name] make it very workable nowadays.
[name]Anwen[/name]/[name]Wynn[/name] - Not a huge fan of these ([name]Wynn[/name] is very surnamey to me), though I do love [name]Arwen[/name]. I haven’t seen LotR though so that might be an issue. I also love [name]Elowen[/name]/Elowyn. Though it’s not my style, the nickname [name]Winnie[/name] is sweet.
Suggestions -
[name]Alice[/name]
[name]Lucinda[/name]
[name]Aurora[/name]
[name]Daphne[/name]
[name]Hermia[/name]/[name]Hermione[/name]
[name]Genevieve[/name]
[name]Ivy[/name]
[name]Phoebe[/name]
[name]Juliet[/name]
[name]Hazel[/name]
[name]Lydia[/name]
[name]Scarlet/name
[name]Josephine[/name]
[name]Marina[/name]
[name]Ariadne[/name]
[name]Cecily[/name]
[name]Elise[/name]
[name]Matilda[/name]
[name]Violet[/name]
[name]Celeste[/name]
[name]Genevra[/name]
[name]Flora[/name]
[name]Piper[/name]
[name]Brynn[/name]
[name]Luna[/name]
[name]Susanna[/name]
[name]Muriel[/name]
[name]Rowan[/name]
[name]Audrey[/name]
[name]Beatrix[/name]
[name]Ida[/name]
[name]Rhiannon[/name]
[name]Carmen[/name]
[name]Emmeline[/name]
[name]Cordelia[/name]
[name]Eleanor[/name]
[name]Caroline[/name]
[name]Clara[/name]
[name]Harper[/name]
[name]Evelyn[/name]
[name]Minerva[/name]
I’d appreciate suggestions, too!