People are being a bit down on you because to say you want 'edgy and creative' and then come up with a 'hyphen-Mae' name is pretty 
You basically couldn't be less edgy or inventive or original with that if you tried - and, as soon as you have your baby and get on the baby-round of nursery/playgroup etc., you'll realise that - when you're suddenly knee-deep in Lexi-Maes and Poppy-Maes and Lacey-Maes and all the rest.
Hyphens/double barrells aren't original, they are pretty naff, and there are lots of them. Also, they are twee - basically the easiest way to make any cool unusual name sound silly and doll-like.
So don't hyphenate, and ESPECIALLY not with Mae, Rose or Grace, as those are basically the default middle/hyphen names for the last decade, a bit like Louise, Elizabeth or Jane used to be.
If you want to be cool, give her a single, unusual first name which also has a good option for a shortening. Asia is good, no good short form BUT it's so short it doesnt matter. Persephone is ok, unusual, nice, not madly strong? Ariella is good, and Ari is a cool and strong short form.
Aurelia?
Luna?