Your mariners compass is gorgeous and I love how you are putting it together. The two blues are perfect! I like the idea of a very narrow white between the two blues, but also like the look of the darks framing the center without additional white. I think you will have to audition it to see which you like best. Either way will be beautiful!
If you want to continue your center to look like a square on point, that can be easily done by putting your center on a piece of newsprint (or newspaper for that matter) and just draw a line with your ruler continuing the line of your white fabric out from either side where you've added the corner triangles till the two lines meet in a point.
Hope this makes sense! I know what I mean!