A girl will go with the names "
Josephine Francoise Margarethe Ingrid". The first name goes with both languages, French and Danish. The other names to honour the grandmothers, great-gran..
Another guess is Clara Francoise Margarethe Ingrid.
IMO they won't use Dagmar, Ingeborg, Inge, Thyra etc...because they sound old-fashioned (see this Link with popular baby names:
http://www.dst.dk/Statistik/Navne/NamesPop.aspx) and there is not such a strong family relation to use them although they are so frumpy.
But anyway, i think it is going to be a boy, because a lot of men who fathered boys in the beginning continued to do so. At least I know a lot of families with a lot of boys trying to get a girl and it never happend.
Boys names a more difficult, as Joachim already has two boys, so 8 names are already used.
My guess:
Lucas André Erik Carl or Lucas André Christoffer Carl
Lucas/Lukas/Luca because it is very "in" at the moment in France, frenchspeaking Switzerland and Denmark.
Erik because it's a traditional royal name in denmark. But Christoffer would be also traditional.
Maybe they use Alain to honour Marie's father, but i think they won't.