While Sheridan is considered more feminine now, it was historically masculine; and if I were to encounter a "Sheridan Avery _____" in the wild, I'd assume the name belonged to a man who was named after an ancestor.
That said, I think Sheridan pairs best with a middle name beginning with a vowel. For this reason, Sheridan Elodie is my favorite of the combos you've posted, but the three-syllable (with first syllable stressed) rhythm of both names is a bit repetitious. I would also avoid a middle name that also ended with an N-sound.
Might I suggest...
Sheridan Alessia
Sheridan Amelia
Sheridan Arista
Sheridan Audrey
Sheridan Elise
Sheridan Emilia
Sheridan Eve
Sheridan Felice
Sheridan Frances
Sheridan Iris
Sheridan Isolde
Sheridan Ivy
Sheridan Marie (a little cliché, but I think it goes)
Sheridan Olive
Sheridan Olivia
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