We considered Anastasia for DD, but its pronunciation is different in English and Russian (Ana -STEI -zha in English, Ana-stah-SIA in Russian). The most typical nickname for it is Nastya which is too close to "nasty' in English I think.
Like in the UK, Russian names have social connotations as well. There are classical "intelligentsia" names (e.g. Anna, Ekaterina/Katya, Natalia, Irina, Olga, Elena, Tatyana/Tania, Marina; Alexander, Alexei, Sergei, Vladimir etc).
Then there are more traditional / folksy names which are very popular now (e.g. Daria/Dasha, Olesya, Maria/Masha, Ksenia; Danila, Vasily / Vasia, Piotr/Petya, Ivan / Vanya, Stepan / Stiopa,
Fyodor / Fedia etc).
Nadezhda/Nadia from your list is more 1950s factory girl's name, together with names like Zinaida, Klavdia, Raisa.
Bizarrely, everyone thinks that Boris is an uber-Russian name. In Russia, it is a typical Jewish name, as well as Arkady, Mark, Lev, Rosa, Alla...)
Have fun choosing the right name, one of the more enjoyable aspects of pregnancy!