I love, love, love your names! (I am Dutch/British heritage, married to Australian/Irish).
Mieke Josefin is really beautiful.
I don't like Nina to be honest.
It is (to me) a bit harsh, but then it is your choice.
Finn / Finnbar - I do not like at all. There are several "Finn" boys at my sons' school and I don't have any good associations with that name mainly because of their families. Also, Finn O'Neill is an Irish name. There is nothing of the Dutch/Italian/British heritage there.
Perspehone is a fabulous name and great that it is on your list.
If you have it as a first name, the big question is, what will it be shortened to? You can have some choice in this by shortening it for your child early on. Otherwise, school will shorten it.
Leon was on my list. I love it and it is a strong name. It sounds good with O'Neill.
Also, I regret not calling my elder boy Frederick! I know one Freddie and it is a lovely name that grows well.
If I were you, don't worry that friends have a baby with that name - tell them it is a family name for you if you like.
Ludovico is strange with "O'Neill".
I would pair a lovely name like Frederick or Leon with a nice 'quiet' name like Jan. Look into your family tree and a second name is a great way to honour relatives / give your child a deep connection to their family tree, even if it is 3 or 4 generations back.
Just to throw another name into the mix, what about Petronella? (That is out of my Dutch family tree).
FWIW we called our daughter Henrietta Jane. H. anglicised out of my Dutch family tree and J straight from my husband's family.
It suits her, is a strong name and it is wearing well. School friends call her Hennie, but she sometimes shortens it to Hetta.
(Sorry about my user name - I forgot my password a long time ago and don't know how to change it)