I love the name Jesse Leigh. My son's name was Jesse, so that name is very special to me!
I like Jesse Leigh, i think it flows really well but i would spell it Jesse Lee. I like the name Kasey but also like it spelle Casey which looks a bit more like a boys spelling. Personally, i wouldn't go for Jade as it is a bit far out there as a unisex name. Think of the other kids at school... they may tease him about it.
Good luck choosing a name. Bethany Leigh is a beautiful name.