Vega is pretty cool. I don't think it's one I'd ever use, but I have nothing against it and there are much worse names. I like it's meaning.
It's a homophone with "vaguer" though. That might not be so good.
From your list I'm not really keen on any of the middles. Somehow none of them seem to fit. If I was using
Vega I might try something like:
Vega CalantheVega AvalonVega AdelineVega CalypsoVega JosephineVega EmmelineVega Estelle (I like the sound, but too many stars?)
Vega Celeste (ditto above)
Vega Seren (ditto again)
Vega CamilleVega KerensaVega SaraiVega LouiseVega SummerVega TanithVega JasmineVega ElspethVega Adele