I have read in the past. That if one doesn’t like a popular nickname for a name then you shouldn’t use that name. Because at some point someone is likely going to refer to your child as that nickname. However, assuming [name_m]Dimitri[/name_m] is going to be the first name then I don’t think you need to worry about possible nicknames that are attached to the middle names.
[name_f]Nadezhda[/name_f] Desislava [name_f]Anastasiya[/name_f] and [name_m]Dimitri[/name_m] [name_m]Theodore[/name_m]/[name_m]Teodor[/name_m] [name_m]Alexander[/name_m]
My son’s name is Demitris, spelt like that because I anticipated the nickname [name_f]Demi[/name_f] (I think [name_u]Demetris[/name_u] is the most popular Greek anglicised spelling). I have a very slight warning that he has been called Dimi (as in dim, meaning stupid) a few times when being teased but this may not ever be an issue for you if you are not in Anglo countries.
I like the full name (though it is, along with the sibling name, quite a mouthful for me- though such long names may be more common in your background).
Bit confused though as you say [name_m]Theodore[/name_m] would be the first name?