First, re gender disappointment, it’s OK to have these difficult feelings. I mean, it’s important to process them so it doesn’t affect your pregnancy and parenting but it’s normal to feel a bit sad & down when the image you had in your head isn’t what is happening in life right now.
If any of your disappointment is about her being female (as opposed to not having two of the same sex) you might want to chat this through with a therapist or read about it from self-help books as the mother wound is real and sometimes mothers are the worst reproducers of patriarchal beliefs & practices. Some of the beautiful things about daughters (obv talking generally): they’re typically more capable and interesting sooner (mature more quickly as babies), they’re articulate, creative and funny, and if you nurture the relationship, it’s a super close relationship for life (not just until they get married). You can also use the relationship to repair and heal, and do things better for your own little girl self. Oh and this is anecdotal but I know so many two brother combo families where the brothers fight non-stop and I had an ex who was still at 30 fixated on his big brother and how awful he had been to him. Not saying this is inevitable but I’ve just noticed that two boys often have at good number of years if not a lifetime at war. So you might be bringing a lovely balance to the household.
But give yourself some grace, it’s quite normal to take time to adjust to things we weren’t expecting (I had someone cancel plans today - much less important - and I felt stroppy for an hour).
As for names, I quite like both your suggestions - they’re both elegant & literary - but if being fussy (and I am), I don’t like Ellie (it’s a squishy and babyish name to me), so for Eleanor, I would use nn Leni, Nell, Nellie or Nora instead - anything but Ellie. Jamie & Nora or Jamie & Nell would be refined and lovely (with the different endings). I also don’t think Olivia flows from Eleanor especially well. I prefer Eleanor Margaret (if Margaret is a family name?) or another consonant - eg Eleanor Harriet, Eleanor Frances, Eleanor Beatrice.
I also think Leonor(e) is a smart and sleek alternative to Eleanor - with the non-Ellie nicknames on offer too.
Re Emmeline Margaret, it’s possibly a tad long visually and M heavy. How about Emmeline Margot? Emmeline Mary? Emmeline Lucy? Emmeline Audrey? Emmeline Ivy?
Or could you just got for Emma given James’s length, and with Emmeline being quite different to Emma - and if so, followed by a non-vowel and non-M middle - eg, just for an idea: Emma Rosalind, Emma Catherine or Emma Josephine.
Or Emilia nn Emmy or Millie?
Other names I think go with James Thomas:
Mary nn Polly, May, Mimi
Beatrice
Cecilia
Helena
Louisa
Chloe
Tessa
Elodie/Edith (Edie)
Lydia
Adelaide (Laidy, Daisy)
Verity
Tabitha
Estella
Delphine
Penelope
Sylvie
Phoebe
Cordelia
Feeling good about her name or a few names might be a good step forward with the bonding/ chatting to her process. Even a “girl in utero” name (eg Dolly, Polly, Daisy) could be a positive, especially one related to a name you love. 