I like Elizabeth most. Elizabeth has always been one of my absolute favorite names. I normally like names that are a little more unique, but timeless names, such as Elizabeth and Catherine always have a charm to me that no others do. Elizabeth has so much history and your daughter would have so many fabulous namesakes and roll models. Plus, Elizabeth’s nn potential is unmatched. I’ve never been a huge fan of Elise, but it certainly works well with Elizabeth, and there are even more nn. Elizabeth Lydia sounds just a little repetitive with the “L” sound, but I do love Lydia, so I think it’s fine. My favorite is Elizabeth Ann-Marie though. It has meaning to you, as well as a very nice flow.
I like Alexandra, but not as much as Elizabeth. One of the main reasons I don’t like Alexandra as much is it’s always shortened to Alex. Alex is a cute little nickname, but it’s not a regal and beautiful as Alexandra, and I don’t understand why it’s always used over Alexandra. Still, Alexandra would be a pretty choice.
My least favorite on your list is Natalie. I don’t dislike it, but it sounds like a dated 80s-90s name. It doesn’t have the timeless, traditional, feel that your other names have. Maybe Natalia would be better?
Overall, I think Elizabeth is best. It goes very well and is very stylistically similar to Benjamin. There is so much nn potential, and it even allows you to keep Elise, if you want to. But really, the history of Elizabeth is admirable, and I think it’s a name that any girl would be proud of.