Ooh, three nice traditional choices, all of which are lovely.
I love Joseph and Stephen but the diminutives not so much, so for me they are middle name territory. One of my own sons has one of them as his middle name.
I really like Jonathan, good name with nice diminutives. It's my favourite of the three. He can go by Jon, Jonny, Jonty - all good. Even Nate as someone said above.
And I'm so glad you know how to spell it; 'Johnathan' is an absolute travesty.