I like your first pronunciation, though I'd use caw instead of kər (or Cor without the r). And if the name hadn't been so very well used for several centuries, where I live, I'm sure I'd like it better. Same goes for
Cornelius.
The most usual nn for
Cornelia here is
Corrie. My favourite would be Nel, or
Nell, but there are other ways of getting there which I like better.
I prefer
Cordelia, except I'd just use
Delia if anything.