Audrey: This is okay but I never really liked it much. Advantages are that everybody knows how to say and spell it and nobody has to wonder if it's a girl or a boy.
Hana (prn like hannah): If that's the pronunciation you want, then spell it Hannah. It's silly to spell it differently and then just say it like the original. If you use Hana, it ought to be pronounced Hah-Nah.
Lila/Lilah: It's all right. The h is unnecessary.
Juliana (julie-awna, not julie-anna): The pronunciation seems a bit overdone.
Evangeline - not sure I would use this as a FN but possibly as a MN: This name is overdone, frilly, and just not my style at all.
Lorelei NN Rory: Why Rory? Lori makes more sense for a middle name. Rory as a nn for Lorelei is a stretch, and it sounds like a stereotypical Oriental person in a bad movie trying to say Lori.