I'd be going with Cruz Bailey Holyoake. I know I've dumped one of the middle names but I personally don't see the point in two middle names. Bailey flows perfectly well with your surname without adding an extra name in. I also feel that adding an old fashioned name like James in just doesn't flow well with the two modern names (IMHO).

P.S. I was soooooooooo sure I was having a girl.... and nearly fell off my chair when the amnio results showed it was a boy. Luckily for us we had only agreed on a boy's name by that stage so never had to discuss girls ones after 16 weeks.