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Madalena is pretty, but do to potentially confusing with Magdalena, I prefer Madelina. Of your list, my favorite has to be Helen Charlotte!

Elena Charlotte would be my favorite.

I like the combos for the most part. I would rate them from best to worst in this order:

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1 Evelyn Charlotte
2 Charlotte Evelyn
3 Helen Charlotte
3 Madalene Charlotte

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It doesn't make sense to me to shorten Madalena to Madeline or Elena. It would be more intuitive to shorten it to Lena or Maddie.

I think Madeline is too close to Madalena to be a reasonable nickname. I would see that as nicknaming Christopher, Christoph. You might as well legally name him Christoph, as its already a full name. Elena makes a bit more sense, but I feel that Madalena (although I'm not big on it) seems too mature and "full" to be shortened by anything. I much prefer Madeline to similar names and other forms.

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I don't like Helen but love Charlotte. They flow okay.

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I love Evelyn, but don't think it flows well with Charlotte in either order. It doesn't flow well with the other names you listed, either. I think its because all these names have Ls, and Evelyn has a particular L that stands out too much with names like HeLen, CharLotte, and MadaLena. Maybe Evelyn Diane, Evelyn Virginia, Charlotte Diana, Ava Charlotte or Rebecca Charlotte are better because there are no more Ls.

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Charlotte Madalena flows much better IMHO.

I dislike Charlotte. Helen is my favourite, which I would happily use as a fn. I like Evelyn, with Eve as a nn, and I also like Madeline, but not Madalena at all.

I like Charlotte Evelyn best then Evelyn Charlotte

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Madeline/Elena Charlotte would be nice

None of those names do anything at all for me. They're very old-lady sounding despite Evelyn and Charlotte being very popular now.
As for nicknaming Madalena Madeline, well, that seems kind of silly. If you're going to call her Madeline, just name her Madeline and be done with it. She'll probably get called Maddie anyhow.