I absolutely love [name_f]Josephine[/name_f] & [name_f]Penelope[/name_f] together 
From your list, I’m really liking [name_f]Dorothea[/name_f] and [name_f]Beatrice[/name_f] for a third sister!
Thoughts & nickname ideas:
[name_f]Harriet[/name_f] – such a clunky cute and underrated choice! I love Harriet’s literary charm and spunky sound. Nicknames could be [name_f]Hattie[/name_f], [name_m]Harry[/name_m], [name_f]Hettie[/name_f], [name_f]Hallie[/name_f], or [name_f]Etta[/name_f]!
[name_f]Beatrice[/name_f] – absolutely perfect with your girls, and I love this name for her gentle sound and literary connections. Nicknames could be [name_f]Betty[/name_f], [name_f]Bea[/name_f], [name_f]Tris[/name_f], or [name_f]Birdie[/name_f]!
[name_f]Lucinda[/name_f] – one of my favorite names right now that I would 100% use for my future daughters, I love Lucinda’s unique charm and how she’s such a bright twist on a classic. Nicknames could be [name_f]Lucy[/name_f], [name_f]Cindy[/name_f] / [name_f]Cinda[/name_f], [name_f]Lindy[/name_f], [name_f]Indie[/name_f], [name_f]Lux[/name_f], or [name_f]Lula[/name_f]!
[name_f]Dorothea[/name_f] – such a pretty option. I really like how [name_f]Dorothea[/name_f] keeps the vintage literary feel from [name_f]Dorothy[/name_f], but also gives each of your girls their own ending sounds. Nicknames could be [name_f]Dora[/name_f], [name_f]Dory[/name_f], [name_f]Thea[/name_f], [name_m]Teddy[/name_m], [name_f]Dodie[/name_f], [name_f]Dot[/name_f], [name_f]Dolly[/name_f], or even [name_f]Daisy[/name_f]!
[name_f]Gwendolyn[/name_f] – not too Welsh at all, in my opinion, she’s a great option. Nicknames could be [name_f]Gwen[/name_f], [name_f]Dolly[/name_f], [name_f]Lyn[/name_f] / [name_f]Lynnie[/name_f], [name_f]Wendy[/name_f], or [name_f]Winnie[/name_f]!
[name_f]Marigold[/name_f] – oooo I love this one! [name_f]Marigold[/name_f] has so much sweet southern charm and she blends perfectly with your girls. Nicknames could be [name_f]Maggie[/name_f], [name_f]Goldie[/name_f], [name_f]Mari[/name_f], [name_f]Meg[/name_f], [name_f]Margo[/name_f], or [name_f]Madge[/name_f]!
Middle name suggestions (going for a variety of styles):
[name_f]Harriet[/name_f] [name_f]Eloise[/name_f] // [name_f]Harriet[/name_f] [name_f]Jean[/name_f] // [name_f]Harriet[/name_f] [name_f]Pearl[/name_f] // [name_f]Harriet[/name_f] [name_f]Rowena[/name_f]
[name_f]Beatrice[/name_f] [name_f]Dove[/name_f] // [name_f]Beatrice[/name_f] [name_f]Nora[/name_f] // [name_f]Beatrice[/name_f] [name_f]Diana[/name_f] // [name_f]Beatrice[/name_f] [name_f]Opal[/name_f]
[name_f]Lucinda[/name_f] [name_f]Maren[/name_f] // [name_f]Lucinda[/name_f] [name_f]Violet[/name_f] // [name_f]Lucinda[/name_f] [name_f]Joy[/name_f] // [name_f]Lucinda[/name_f] [name_f]Thessaly[/name_f]
[name_f]Dorothea[/name_f] [name_f]Rosette[/name_f] // [name_f]Dorothea[/name_f] [name_f]Lark[/name_f] // [name_f]Dorothea[/name_f] [name_m]Valentine[/name_m] // [name_f]Dorothea[/name_f] [name_f]Mavis[/name_f]
[name_f]Gwendolyn[/name_f] [name_f]Iris[/name_f] // [name_f]Gwendolyn[/name_f] [name_f]Freya[/name_f] // [name_f]Gwendolyn[/name_f] [name_f]Claire[/name_f] // [name_f]Gwendolyn[/name_f] [name_m]Sky[/name_m]
[name_f]Marigold[/name_f] [name_f]Ruby[/name_f] // [name_f]Marigold[/name_f] [name_f]Leona[/name_f] // [name_f]Marigold[/name_f] [name_f]Felicity[/name_f] // [name_f]Marigold[/name_f] [name_f]Alice[/name_f] // [name_f]Marigold[/name_f] [name_f]June[/name_f]