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Stephen is a great classic of a name. It reminds me of medieval knights and bishops for some reason. I much prefer it to Steven. Stephen Alexander is a very handsome combo.
I'm not sure how I feel about your question re your cousin: I want to say, don't let stand in your way, but I don't know what I'd do in your place.
Nathan may be too close to the other two for comfort, though if Nathaniel is Nat and Nathan is Nathan or Nate it could work. I also like Jonathan.