I like Nina as a nickname for Katerina, but I've also wanted a Katy or a Kat. I guess it depends on their personality for their nickname though.
Charlie, Connor, Alex, Katy/Kat/Nina and either Leia or Eleni.
Before choosing Eleni, I need to think of a nickname I like. I don't like Ellie or Ella (sorry to anyone called Ellie or Ella, it's just personal opinions), though I could be prepared to go with Elle or Lena (I knew a few girls from Greece called Eleni with the nickname Lena).
I agree that it might be too much of a contrast, but I'd like to give them a Greek name as its such a big part, and recently, DH and I have been thinking about moving (we're part of international businesses, so we wouldn't have to worry about finding jobs there, though the other costs will be hard), though not for many years if ever.
Alexander Nikalaos seems like a name we're certain on. Alexander is a vaguely Greek name anyway, so it doesn't matter too much. I can imagine calling a little boy Alex or Xander maybe, and my family would probably call him Nikalaos (they seem to do that for boys? It's a bit odd) anyway. And if we don't move to Greece, he won't stick out as much.
Katy Annabelle? Katerina Annabelle? I'm struggling to find a name which fits with all the possible nicknames, and I'm not sure if I even should be trying to find a name to fit with all possible nicknames.
Katy Rose? Katerina Rose?
Sorry, DH and I are completely unimaginative at names.