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It's an attractive sound, but has a hippie-dippie vibe that seems a bit ful of itself. It also sounds like it wouldn't at all be out of place as the name of a high-end pickup truck. (For all I know, it already is one; they've got Tahoe and Malibu and Dakota and Tundra, why not Sedona as well?)
I would try and keep the middle name simple and not common-noun. Sedona Joy sounds like a music festival, and Sedona Felicity sounds like a detox camp in the desert.
Sedona Jean
Sedona Louise
Sedona Michelle
Sedona Elaine

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I think, therefore I judge.