[name_m]Leonardo[/name_m] [name_u]David[/name_u] nn [name_u]Leo[/name_u] is so handsome! And it really is cohesive w/your siblings’ names too.
Here are my thoughts on your list so far for the little sisters:
Ophelia-I don’t know why, but I find this name just too over dramatic sounding. I sometimes like dramatic romantic names, but this name feels dark to me. Most people seem to like it. In fact, it’s getting a bit popular. And it’s hard to nick name, but it does go well w/Leonardo.
Magnolia-Ooh, gorgeous. This is frilly yet bold & has beautiful imagery. [name_f]Maggie[/name_f] is sweet w/big brother, [name_u]Leo[/name_u].
Celia-Ooh, I like this one too. Feels like a perfect match w/Leonardo/Leo. It’s sweet & smart & quiet but a little bit exotic. I like the nn [name_f]Celie[/name_f]. It feels light & natural.
Imogen-I like this name in theory more than the sound, but it’s still a fun choice. Lots of good nns! There’s [name_f]Imee[/name_f], [name_f]Minnie[/name_f], [name_f]Ginny[/name_f] & my favorite, [name_f]Idgie[/name_f].
Rosalind-This one is tricky. Some people will say Roz-lin & some will say Rose-uh-lind. I much prefer the latter, but I think that the former is more popular. A little [name_f]Rosie[/name_f] would be very sweet w/your crew.
Millie-It’s kind of fun & goes well w/Leo. Too nick-namey though. Maybe too close to [name_u]Mickey[/name_u] if that’s a concern. Lots of good [name_f]Millie[/name_f] full names though. I like [name_u]Camille[/name_u], [name_f]Camilla[/name_f], [name_f]Camellia[/name_f], [name_f]Emilia[/name_f], [name_f]Millicent[/name_f] or [name_f]Matilda[/name_f]. [name_f]Camellia[/name_f] is my favorite!
Penelope-Super cute & fits in well. Quirky & spunky but classic & a little exotic. Lots of great nns. [name_f]My[/name_f] favorite is [name_f]Nellie[/name_f], but there’s also [name_u]Penny[/name_u], [name_f]Polly[/name_f] & [name_f]Poppy[/name_f].
Sorry for any repeats, but a few more ideas…
[name_f]Hope[/name_f] this helps.