I think Avli is cute. It's unique. You could call her Avi for short. It's not that different from Avril so it's not super weird or anything.
"Place" names are becoming quite common and there's no reason not to consider them in your name choices in my opinion.
As for Gage, if you like it, go for it! Speaking of Marinas, I know a girl named Marina for almost the same reason.
Just a suggestion, but what about Sage? It grows in Sedona.
Choosing baby names can be really hard. My daughter was 4 days old before dad and I could agree. We had no trouble with a girl name for my second baby, but he was a boy so it was back to the drawing board on that one.
I'm sure you'll find the name that fits your baby just right.
Best wishes!