i actually think your surname Daly is fine, nothing wrong with it at all !!

... and i don't mind Jack Daly too

Jack Oscar Daly sounds great to me

... i'd have concerns using Grace as Pandora has a point there and not every woman changes her surname when married (i would never change my surname when married, and my my older sister who is married has kept her maiden name) !!

With Adele there as a first name i feel as though it doesn't look right with Daly (i think cause they both have a single L) and doesn't seem to flow like your other children's names do.