Here's what we did - put a pad and pen in a place where both can access it and each add proposed names, one per line, as you thunk of them. He can make a note if there are any he only wants as a middle. Keep adding as either of you think of new names; don't cross anything out. After you have a big list (or the baby is imminent!) each person goes through and eliminates their absolute "nos". Then discuss and pick from what's left.
If nothing's left, brainstorm additional options based on what you both like - for example, Sylvie or Sophia as a compromise to Sophie and Sylvia. (He may only want the family names "as is", different people feel differently about that.) I'd recommend having two middle names if that's OK with you - I have two and the second one almost never gets used except on my birth certificate and passport. And incidentally, one of my middle names is Margaret after my grandmother, although she also went by Peggy. It's nice to have a family name - my siblings each have one too, one from each of our four grandparents - but it's also nice to have something individual and chosen just for the baby.
Keep in mind how the names sound with the surname - whether that's yours, double-barrelled, or his if you're planning to get married before the baby's born. If he's also assumed it will be his surname without your input, that's absolutely back on the table for discussion.
The baby's name is your joint decision with the father, no one else has a vote. If the family names are important to his parents, it's mean of your partner to give them the impression you'll use them when you likely won't be, but that's his mess to clean up. I'd try to agree with him that you'll both stop discussing it outside the family until the baby's born and the final name firmly chosen.
It seems like the problem is less the specific names and more that you're letting him pressure and even bully you (he MUST know it's not acceptable to choose all the names and not even ask you) and it's making you miserable. Even if he somehow doesn't see it that way, that's how you're experiencing it and as is clear from this thread he is being unreasonable and selfish. His wife was also wrong in naming his older child without his input, but that's done and doesn't give him an excuse to act badly. Tell him to stop.