Love your names so far!
From your list, I love the pure, reliable & storybook sweet, Mary. If you choose an S middle name or one with an S in it - Maisie could be a delightful nickname. I also love Polly as nn to Mary.
I’m not a big Mae fan - don’t mind May as a nn for Mary or a Mary name. Or for Mabel.
I also like Hazel, Heidi, Marlene & Anne
Take any repeats as added endorsement, HoS about:
Marianne nn Marnie? Means you get to use both Mary and Anne too.
Margaret / Marguerite - and as above, Peggy & Daisy (and Meg) are great nn options.
Marceline
Meredith
Maxime
Otherwise, how about:
Rosemary (nn Romy)
Daphne
Adelaide
Francine (nn Franny, Francy or Fanny*)
Phoebe
Bryony
Imogen (nn Immy - not an M name, but close)
Lydia
Delphine
Aoife
Tess
Diana
Elspeth or Elsbeth
Cecily or Cicely
Persephone (nn Effie)
Ophelia (nn Effie)
*Fanny doesn’t translate especially well to some countries so think better if a nn for a longer name so your child has other name options