Dorothy is lovely, but
Dot as a nickname is too associated with the EastEnders character for me. Outside the UK, probably not an issue.
Grace is fine, but overused as a middle name. It goes well with
Dorothy, though. I prefer
Dorothea to
Dorothy, nn
Dora or
Thea.
Dora works for
Dorothy, but
Thea would be a stretch. That said, I prefer
Theodora to
Dorothea, currently.