LM is right, there's no Baby Shady in this style, just the BBE. There was a prototype image of her with regular eyes in baby Tiddly Winks' pose but she was never made. And yeah, baby Lofty only happened in Brazil, so tends to be more expensive. The other four were normal release in Europe. For me Gusty was the hardest to find, I've never had a double.
There are also 2 versions of Baby Heart Throb - with winged hearts (more common in continental Europe) and with just hearts (more common in the UK) for some inexplicable reason.
Also, I know people are going to expect me to say this, and are probably sick of me saying it, but I'm going to say it anyway. NBBE is an ugly term and well past its sell by date. It was invented at a time when the community was US centric but we've moved past the time when all ponies need to be seen as versions of or non-versions of a US release gimmick.
The proper set name for the 4 sold in the UK and Europe is Play and Care Set Babies
I forget what is on Baby Lofty's box.