Congratulations!
Personally I think it’s wise to take a shortlist to the hospital so you can really figure out the right name for your baby. It’s a shame about [name_f]Leonora[/name_f] I think she’s so beautiful. To avoid [name_f]Nora[/name_f] maybe [name_f]Leni[/name_f] could work as a nickname if [name_f]Leonora[/name_f] is still on the cards.
I think both [name_f]Felicity[/name_f] & [name_f]Cordelia[/name_f] are lovely! However I prefer [name_f]Cordelia[/name_f] I think she’s warm, romantic, whimsical Shakespearean choice and I also love the meaning ‘daughter of the sea’. Personally adore [name_f]Cordelia[/name_f] [name_f]Clementine[/name_f] as suggested by @EloiseT concerning the [name_f]Cici[/name_f] nickname most people do not know your middle name so I feel to have [name_f]Cici[/name_f] you would need to pursue the nickname rather than the nickname being intuitive. There are a lot of nicknames that can work for Cordelia; [name_m]Cordy[/name_m], [name_f]Coco[/name_f], [name_f]Cora[/name_f] & [name_f]Delia[/name_f] which feel more instinctive.
However if [name_f]Cordelia[/name_f] [name_f]Clementine[/name_f] is a no go I would go [name_f]Cordelia[/name_f] [name_f]Felicity[/name_f] the flow is pretty and I like the overall meaning surrounding the daughter of the sea being full of happiness. I mean how perfect is that meaning 
Still all the names on your list are lovely so your onto a winner!
Wishing you all the best 