So to me, it feels like you are the sort of student who would benefit from a college where exploration and the ability to combine diverse interests is actually one of their real strengths. Having engineering as an option might be a good idea, but it would also be good if you could easily pivot into other areas as you see how it goes, and still be happy with your college choice. Finally, your family can afford to be full pay, but you would not mind if merit was available.
If that sounds right, I do have some suggestions for you to consider.
I would not actually recommend indiscriminately applying to all the Ivies or such. I do think Brown is a particularly good choice, though, given the description above, thanks to their open curriculum. The big downside is no merit.
Another good Reach choice would be WashU, which I did not see on your list. WashU has a lovely, well-defined campus in a great location in a fun, affordable city, and they do have a little merit although it is extremely competitive. But the main reason I am recommending it is they have a very flexible curriculum structure which makes it easy to explore, and lots of kids end up with second majors, minors, and so on.
OK, then a less Reachy option like this with a much more robust merit program would be Rochester. Rochester actually has perhaps my favorite curriculum structure anywhere (although WashU is pretty close, just a little more complicated than I think necessary). I won’t try to explain all the details here, but it combines being very flexible with encouraging exploration with some thematic depth, and that again often turns into minors or second majors. Rochester is an interesting city and the nearby outdoor recreation areas are very nice, and the University of Rochester’s main campus is compact and contained on three sides by a river, and on the fourth mostly by a large cemetery, but there is a robust shuttle system to take you around (including to their performing arts campus downtown). In my circles, kids who like Brown and/or WashU very often also apply to Rochester as one of their Target schools.
Then many kids who consider Rochester also consider Case Western. A little more traditional in terms of curriculum structure, but still easy to explore different majors before deciding, and it has a great location in another fun, affordable city (Cleveland in this case). Case does have a reputation for wanting some serious demonstrated interest, but that is worth doing if it looks promising! And then they have a pretty robust merit program, such that kids with good numbers who do the work to demonstrate interest often get at least solid offers.
Then this was already raised, but I do think Pitt would be a strong contender for a Likely for you, and indeed you could apply rolling and get an early answer. It is getting harder to get merit in-state, but you might get some, and possibly Honors as well, and of course being in-state already makes it much less expensive than full pay private or many OOS full pay. Anyway, Pitt is smaller than Penn State, and arguably is maybe a bit better for exploratory kids. It has a great location right in the middle of Pittsburgh, which is a very fun city for students. My only hesitation is its campus blends into the surrounding urban fabric somewhat, but if possible you could visit and see what you think.
A last possible suggestion to check out would be Lafayette. which is one of the relatively rare smaller colleges to have a robust engineering program without being as tech-focused as, say, Harvey Mudd. They have some merit as well. I’d again suggest visiting if you can, as LACs are all basically fit schools (meaning some kids will love them, others maybe think it is not for them). But depending on where you are in PA, it may not be very hard to visit, and then if you liked the concept we could recommend more along those lines to consider (although not a lot more, since again it is not a very common form of school).