We’re having a hard time choosing between [name_f]Tia[/name_f], [name_f]Thea[/name_f] and [name_f]Athena[/name_f] for our daughter, due in 3 weeks. We definitely feel the pressure of choosing a name for her.
We love all three, but are worried [name_f]Tia[/name_f] and [name_f]Thea[/name_f] would feel incomplete and [name_f]Athena[/name_f] would be too heavy to wear.
We already have a son named Mehi.
My individual favourite is [name_f]Athena[/name_f], but I love the thought of [name_f]Athena[/name_f] nicknamed [name_f]Thea[/name_f]! I think your concerns over [name_f]Athena[/name_f] being heavy to wear are legitimate, but it’s a lovely, distinctive, and unusual name, and she could go by a nickname. We need more people using these types of names, else the rest of us will never pluck up eough courage to use the REALLY rare ones 
Not so keen on [name_f]Tia[/name_f] - it seems very short and somehow incomplete. But it does have a pretty sound. I tend to prefer longer names with the shorter names as nicknames. [name_f]Thea[/name_f] and [name_f]Tia[/name_f] work better with Mehi as a sibling name [name_f]IMO[/name_f], but I also hold the opinion that the individual name should trump perfect sibsets.
All in all, I think you have a lovely list!
My personal favorite is [name_f]Thea[/name_f], but I feel with brother Mehi, [name_f]Tia[/name_f] fits best stylistically.
I would name her [name_f]Athena[/name_f] and call her [name_f]Thea[/name_f]/[name_f]Tia[/name_f]. Good luck! 
Have you considered [name_f]Althea[/name_f]? It might be a nice mix of [name_f]Athena[/name_f] and [name_f]Thea[/name_f].
I don’t like [name_f]Tia[/name_f].
I think I like Mehi and [name_f]Thea[/name_f] best as siblings. I do like [name_f]Athena[/name_f] as well, though.
Definitely [name_f]Athena[/name_f]! Personally I love the strength, feistiness, and adventurous qualities it has, and I think it has a lot of energy to it that doesn’t make it seem too heavy to wear at all.
This is a tough one! I like all three, [name_f]Athena[/name_f] being my absolute favorite. But I slightly prefer [name_f]Tia[/name_f] with Mehi.
You could always go for [name_f]Athena[/name_f] nn [name_f]Thea[/name_f]!
I really like the idea of [name_f]Athena[/name_f] nn [name_f]Thea[/name_f] or [name_f]Tia[/name_f]. I think [name_f]Athena[/name_f] and Mehi go well together.
I agree with this 100%! I would like to also mention that “tia” means “aunt” in Spanish, so if you choose this, when Hispanic people see/hear her name, they may think it odd that her name is the word “aunt!” (My Hispanic partner confirmed this.) I think [name_f]Athena[/name_f] (nn [name_f]Thea[/name_f]) is the best way to go here. I [name_u]LOVE[/name_u] the name [name_f]Athena[/name_f], and I would love to see more people wearing it :).
[name_f]Athena[/name_f] nn [name_f]Thea[/name_f]
I second the suggestion of [name_f]Althea[/name_f].