My kids will all have two middle names. One is actually my mom's maiden name and is for future scholarship purposes. So in conclusion, I'm okay with it.
As a teacher, I know that double middle names can become a huge paperwork issue, when you get to that point (but I'm sure plenty of people have warned you of that already).
Re: Two middle names?
Mary-Helen has a nicer ring than Helen-Mary IMO.
Of your choices, Mary-Helen flows better.