1. If anything, I think she'd get
Rose rather than
Rosie, though I don't really thing it needs a nickname. You could always do what my mum did with me, correct people when they called
Rosalie anything other than
Rosalie. My mum did the whole, "That's not what it says on her birth certificate," thing and it worked.
2. Honestly, how many of the people you run into are going to know your middle name? It's not that big of a deal and, while I used to, I don't find it arrogant to name your child after yourself.
3. That's something that bothered me when I liked the name
Jasper, but I don't think it's that big of a deal. Every name has good and bad associations, but I don't think it should stop you from using it.
Slightly OT, but my personal association with
Rosalie is a really sweet ghost story that's in one of my books. It gave me the chills, but it was wonderful and I loved it.
:)