Given they’re all classics especially, I think you should first pick the name you love the most and on second pick the name you think matches best with Leo.
I think if you want romantic and a little “fancy”, go Sophia or Isabel; for literary cool and vintage, Clara or Nora; and Ella covers all both.
For me, Ella would be my last choice because Elle names have been so popular & second, it gets a little lost with Leo. And I’m unsure about Nora, because Leo-Nora is a name, and for some reason they jar a little for me - but can see their scholarly & artistic vibes together. I like Isabel style wise - they sound very established and rather grand - but the Belle names have been so popular in the last couple of decades so I’d be reluctant myself. I might consider using a different Belle name. Sophia is gorgeous - it does have repeat sounds which could be a good or “bad” thing, not sure.
My faves are Clara & Sophia but they all work in different ways.
Other options: Stella, Audrey, Evangeline, Arabella, Cecilia, Maribel, Tabitha, Verity, Jemima, Harriet