I really like the name Marion Elmira, it does have a touch of beautiful tragedy to it - even without the tragic story of your family behind it! Would it be a double first name? Marion Elmira in full? I assume so if you would use the nickname Mira.
Marion does seem a touch more "modern" than Marian. I myself prefer Marian, but only because Marion is a busy street in my city, so people might look at you askance if you named a child Marion. Like calling it "Main Street".