1st baby’s last name & 2nd baby’s middle names

So when my now fiancé and I had our first baby we hyphenated her last name (I did a lot of research and decided it was the best option for us). I want to unhyphenate her last name once we get married so our second baby is going to just have his last name (we’re due in two weeks!). So here’s my issue - I originally was thinking of taking my last name and making it one of our first baby’s middle names, and decided to give our second baby two middle names as well. I’m having major second thoughts about our second baby’s middle names, and I decided I don’t want to keep my last name in my first daughters name after some of the things my parents have said and done. My dad straight up said he’s not leaving either of the family portraits from his side of the family to me because, and I quote, “You’re not a lastname anymore”. Would it be rude of me to say we’re taking my last name out of my firsts name entirely? Also what are some good middle names for Petra? I originally was going to go with Petra Kinsley June but I don’t like it anymore and want to stick with one middle name now. Thanks for your help!