Hey OP, I know this thread is two months old but did you decide yet ?
Out of your list Dylan is by far my favourite. Positive association with some people, real or fictional. I just like the sound of it. If my country/culture allowed it I'd be tempted to shortlist it (unfortunately using it would mean a lifetime of explaining this choice to other people...)
Nathan second, it's nice too but less common (to my ears anyway, but I'm not british). It does remind me of Nathan Drake which is a positive ! (sadly it rhymes with my last name so can't use it myself).
Not a super fan of Rowan, it does seem to be everywhere these days. Maybe it's because the "w" in the middle isn't a strong consonant, I don't know, but I don't love the sound of it.
Shay's a bit like the intruder there, the only one with one syllable and the only one that doesn't end in "-an". Also it's a diminutive and I'm not a fan of diminutives given instead of full names, if you like Shay you might as well call him Seamus. Just my personal preference of course, no offense to any who feels different.