The most romantic jazz ballads, nocturn or blues

Houston Person recordings on High Note label are prime romantic sax.
Andre Previns recordings on Telarc are also fine dinner jazz as well featuring his piano.
Shirley Horn's Verve recordings are great low key piano trio. Her voice and piano playing are a great fit. Start with a live recording "I thought about you".
Charlie Hadens "Night and the City" w/Kenny Baron, "Beyond the Missouri Sky" and "Land of the Sun" a set of Mexican ballads, all on Verve, are IMHO outstanding!

If you haven't already tried them, go for it.

BTW I also enjoy your other choices.......

Etta James - Burning down the house. Just not the DVD. Much better heard than seen. Sorry.

Blues are more about being left, leaving or begging not to to leave.

I'll second Newbee on "Houston Person"....the most romantic sax I've heard.

He has a lot of albums to pick from, you will enjoy!

Dave