Since you mentioned Sweden...
Imogen - I'm afraid it resembles the word 'omogen' too much, which means immature.
Nigel - This would be pronounced Nee-gel with a hard 'g', not so attractive for Swedish parents, 'igel' means leach.
Penelope - Shorter names are in vogue right now, so no.
Harry - This could very well be used, and has been.
Winston - Possibly, it could happen, I'm just not that fond of it...
Edwin - Surely.
Beatrix -
Beatrice is used, but the letter 'x' isn't so popular.
I couldn't say about entirely British sounding names, but I guess I consider these names to be quite British; well, English, Welsh and Scottish:
Archie Tamsin Philippa,
PippaRoger Raymond Lwellyn
Desmond Kitty Prunella Colin Bertie MaryTillyetc.