OP whatever the comments here, choose a name because YOU love it. And many congratulations!
Of your names, I like Nancy best, though I prefer the names it is a nickname for: Anne, Anna, Annemarie/Anna Maria.
Rose is pretty: though I prefer Rosa and Rosalind. There is also Rosemary.
If you like Anne and Rose, what about Roseanne or Roseanna?
Am not a fan of hyphenated names. Except to clarify a point, as previous poster suggested, hyphens are not really necessary. To me, they look a bit fussy.
This is just personal but I have never liked Matilda or any of its short forms: Tilly, Matty or Tilda (that makes me think of a brand of rice or the actress, and I have a problem with celebrity/filmstar names. I think they rather 'overshadow' a child. People associate the name with the celebrity, rather than seeing the real live child in front of them.)
Again, this is just my taste but I don't like Lola - and I like the name it is short for (Dolores) even less. However, Lola is very popular (no 23) at the moment and climbing fast, if that is of interest:
www.theguardian.com/news/datablog/2013/aug/12/top-100-baby-names-2012-girls-boys-list)