They aren’t even on the short list. See here:

https://apnews.com/article/kamala-harris-shapiro-kelly-walz-beshear-vp-3b792c18b033b330ae59b45570ca56c1

Govs. Andy Beshear of Kentucky - No strategic advantage. Kentucky will never vote for a Democratic President.

J.B. Pritzker of Illinois - No strategic advantage, Illinois is already a Blue state.

Josh Shapiro of Pennsylvania - Good strategic pick, problematic given past statements supporting Israel. Also had a $295,000 sexual harassment settlement. OTOH, that would free up Harris to speak more strongly on Gaza.

Tim Walz of Minnesota - Barely a strategic advantage, but it seems likely Minnesota will go Blue regardless.

Sen. Mark Kelly of Arizona - Good strategic advantage, but would open a vacancy in the Senate when there is already a razor thin margin. May do more harm than good.

https://www.azleg.gov/ars/16/00222.htm

"C. For a vacancy in the office of United States senator, the governor shall appoint a person to fill the vacancy. That appointee shall be of the same political party as the person vacating the office and, except as provided in subsection D of this section, shall serve until the person elected at the next general election is qualified and assumes office. If the person vacating the office changed political party affiliation after taking office, the person who is appointed to fill the vacancy shall be of the same political party that the vacating officeholder was when the vacating officeholder was elected or appointed to that office.

D. If a vacancy in the office of United States senator occurs more than one hundred fifty days before the next regular primary election date, the person who is appointed pursuant to subsection C of this section shall continue to serve until the vacancy is filled at the next general election.  If a vacancy in the office of United States senator occurs one hundred fifty days or less before the next regular primary election date, the person who is appointed shall serve until the vacancy is filled at the second regular general election held after the vacancy occurs, and the person elected shall fill the remaining unexpired term of the vacated office."

Transportation Secretary Pete Buttigieg - No strategic advantage, his Ohio Indiana background won’t sway voters in that state. Trump is going to run hard against the Biden administration and having members from that administration in the #1 and #2 positions may be a drawback.

Based on this, I think Mark Kelly is the best choice, but who knows? Having the first joint appearance in Philly leads to it being Shapiro, but he has more baggage than the others.