Starting with Jean and his brother Charles, the males of the main line have both Marie and Guilliame in their name. As Felix is not the heir to the throne, I wouldn't be surprised if they don't use both, or if they have more than one son, only their eldest son has those names. But I'd be shocked if he didn't use at least one for his first born. I also think Jean will wait, first name at least, for a son of Gui and Steph.
His Royal Highness Prince Henri Jean Hartmut Marie
Her Royal Highness Princess Charlotte Therese Gabriele Marie
Godparents:
Felix Lademacher
either Alexandra or Stephanie