No, I don't find
Lilia hard to say at all! In fact, it rolls off the tounge very nicely. I really like all the names. Why did you pick three great names? It would be much easier if your list was something along the lines of
Makenzie,
Madison or
Anna. :) Just kidding. I think my favorite is the old classic
Anna.
Lilia is very nice, but I prefer it as a nickname for Lillian/Lilian or
Liliana.
Leah is very pretty too.