Ok, well Esme is 'Ez Me' not May, emphasis on first syllable, and fits the nice, uncommon but unpretentious criteria. Jemima is nice and not overused. If you really like Clementine, do it, just be prepared for irritating people to sing at you.
Your chosen professions are utterly middle class in the middle to upper range (but also likely to be a great example of the 'poor but posh' paradox, in the early years at least! You'll aspire to Waitrose and the farmers' market but shop at Lidl and in charity shops - but I imagine the 'struggling artist' archetype might appeal to your romantic ideals, on the way to becoming a more established metropolitan bohemian?)
For that reason, you'll be surrounded by people from upper middle class backgrounds supported by their parents, with a few more 'ordinary' people doing multiple jobs to get by.
Arty professions are of course more liberal and flamboyant than average, so you can get away with more outlandish names. Also you'll be your own product, marketing-wise, so something memorable may be an advantage.
I feel we haven't fully illustrated the 'upper middle only / jolly hockey sticks' style we keep referring to. The names ragged's given you are 'working to mid-middle' (first list) and 'solidly middle' (Victoria etc). The sort of thing that would signal to me 'upper MC, probably private school' are Venetia, Fenella, Arabella, Portia, Sophia (until recently), also Sebastian and defnitely Peregrine and Persephone.
It gets confusing again though because upper MC / upper class use very nice, simple names too, like Lucy, Alice, Clare. Also because some very MC names become suddenly popular at all levels e.g. Olivia, Charlotte, Emily and finally... there is a category of more flamboyant name that can be either upper or lower end class-wise but is unlikely to be middle e.g. Talullah.