Oh, I do like that! You could always name her Danger Jane and she could go by Jane or D.J. =) Well, I'm sure you guys figure something out and it will be perfect for you and your sweet baby girl. I had to give myself about a month long hiatus from looking at names because one or both of us wouldn't like them, that and I couldn't stand telling people the names we were thinking about because they would often pooh-pooh them and kind of blow it for us. Names are a very sensitive and personal thing, I've noticed.
When I was pregnant with my daughter I really liked Sabriel, Evelyn, and Braedyn or Braelyn. She ended up being a Jada! I was almost named Deryn Tia or Deryn Tiffany (yes, child of the 80s here). Sometimes it just comes to you later on, so be patient with yourself. =)