I'm not great on names, but congrats on the soon-to-be baby!
I had my first-ever foal last year, and it turned out to be a gray colt! I named him Zane (it means God is gracious, and I figured if he grayed out, he could be Zane Gray, lol!).
My other name choice was Houdini. I thought Houdini was a cool name, and his nickname could have been Harry.
Houdini would have been great, because Zane was always rolling though the fence and escaping when he was little. But in truth, I new I would name him Zane before he was even born. I knew I could
get a filly, but I just couldn't come up with any filly names I liked. It was like God new I wanted a gray colt and was gracious enough to give me one. So that's how my baby got his name.