At first I thought Isadora didn't flow, but when I said it with your surnames I think it sounds better because it doesn't suddenly stop after two names that are a bit awkward to say together.
I think Nicole Anna Isadora seems mcuh more mature and regal. But as I'm sure you'd know, if you plan to change one of your middle names I'd make sure to use a name you'd thought a lot about and had time to mull over.
Also just curious... why do you need to change Felicia to something else? How often do you have to face that it's one of your names in your life? Or could you just drop it? Would it be odd to only have on middle name in Sweden?