Your reading list is a little skewed toward graduate-level option pricing...

As an undergrad, you should read Steve Shreve vol 1 (Binomial model) first and make sure you are extremely comfortable with everything in it. It looks like a thin little book, but it's quite dense, and covers some complicated topics using simple models.

Then you can read as much of Steve Shreve vol 2 (Continuous-time models) as you can on your own, skipping the parts that you don't need. Keep in mind that his book is a little dated. E.g. he praises the CIR model for not admitting negative interest rates, but these days, we no longer think it's such a good feature. His book tries to be self-contained, e.g. by explaining tooks like probability theory as much as needed. But if you haven't taken a good probability theory course as an undergrad, then you should read a good book more thoroughly explaining probability theory from measure theory viewpoint. Etc

I am reluctant to recommend Hull's book. It was a great book in the 1990s when I first read it. Although it was supposedly updated (11th ed, 2021), they did not do a good job, and it's very outdated. It may be good to keep around for reference, but not to study from, sorry.

Natenberg is good... As an economics major, you may like Akihito Asano - An introduction to mathematics for economics.

Since you bring up interview prep books, you may also like:

Probability and Stochastic Calculus Quant Interview Questions by Ivan Matić, Radoš Radoičić, Dan Stefanica - and if you do find yourself wondering about some question, then definitely look for another book to understand it more deeply.

Cracking the Finance Quant Interview: 51 Interview Questions and Solutions by Jean Peyre

150 Most Frequently Asked Questions on Quant Interviews by Dan Stefanica, Radoš Radoičić, Tai-Ho Wang

Challenging Brainteasers for Interviews (#3) by Rados Radoicic, Ivan Matic, and Dan Stefanica

Quant Job Interview Questions And Answers by Mark Joshi, Nick Denson, Andrew Downes

Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack