Sorry. Your baby, your choice of name, absolutely. And many congratulations. But:
After Jane, Austen sounds rather female. And it's a surname, rather than a first name. Austin/Augustin is a male name, centuries old. I like it.
Heathcliffe - another surname, and, for a child today, surely rather cruel? In the book, Heathcliffe is supposed to be attractive because he represents 'the exotic other', in a way that I find rather insulting to his heritage and appearance (in the book he's said to be of Roma ancestry and dark-haired and dark-skinned). Also, why name a child after a man prone to domestic violence, a kidnapper, a vandal who disturbs graves and vindictive murderer, even if he felt desperate because of his circumstances?
Jacob - a perfectly nice name.
Leonardo - nice, but in the UK perhaps a bit flamboyant? Depending on other popular local names for you, perhaps fine but perhaps a bit difficult for a child to live up to? Leo and Leonard are the more usual English-language versions. If you have Italian or Italian-American connections, then of course Leonardo, why not? But otherwise, some people might ask 'why?'.