I don’t know that all of these go perfectly w/Dorothy, but none of them clash necessarily. If you really love them, I wouldn’t let the fact that they’re different styles stop you from using them. The only thing that I would say should keep you from using a name you love is maybe if it rhymed w/Dorothy or was too similar like [name_m]Theodore[/name_m].
Anyway, that all being said, here are my thoughts on the list:
Asa-I adore this name. It’s super unique, old fashioned, interesting but simple, masculine & outdoorsy but gentle too. And I think it actually goes well [name_f]Dorothy[/name_f]!
Atlas-A slightly different style, but a nice name. Getting oddly popular I feel like. But it has a cool vibe.
Indigo-I kind of love this for a girl, so I don’t see it for a boy. It’s not super girly or anything, but just more feminine than masculine in my opinion.
Knox-This is posh & darling. It’s not too over done, but not overly complicated. I like it.
Phoenix-This is cool, & I have it on my mn list. I have a hard time seeing it as a fn, just because it’s so fiery. It could work though.
River-Aw, I love this one too. Very outdoorsy but thoughtful & artsy feeling too.
Sage-I don’t know. I feel like it’s too feminine for a boy & too masculine for a girl.
Zion-This is probably my least favorite from the list. Not sure why. It’s just kind of not that pleasant to the ears in my opinion.
Hope this helps.