Thank you so much for everyone’s suggestions!
I’m not too savvy with posting on here yet, so apologies if my replies are slightly clunky here but I’m figuring it out as I go along.
We have one girl’s name now - Rosamund Josephine !
For reasons unbeknownst to us, Jemima has started referring to the babies as ‘Rosy Posy’ and it has sort of stuck for us too so that’s one name ticked off!
I also have realised that I should have mentioned in my first post that we have 4 cats (Hugo, Otis, Margo, and Mavis) so their names are out for obvious reasons!
@Keira.Dona
I absolutely love Penelope Sybil and Felicity Joan! Joan is actually a family name so that’s a lovely little touch
@daisydarcy
Gideon and Imogen are now pretty much the top contenders for boy-girl twins for both myself and DH so thank you very much for the suggestion.
I love Tobias, but our last name ends in an ‘s’ sound and it doesn’t sound quite right all together.
I also adore Delphine and Ianthe but they’re very much guilty pleasures for me and DH wasn’t on board 
@Nessie4
Thank you so much for reminding me of Maud! I can’t believe I hadn’t thought of it before - I’ll definitely be trying to fit Maud in somewhere (even if it means we have to get another kitten if these twins end up being boys!)
@Johannaa
Some gorgeous suggestions - thank you! I love Adelaide and Winnifred in particular.
@tori101
Thank you so much for your very thoughtful comments! The combination of Penelope and Rosamund is currently top of my list for girls
@FreyByTheWay
Thank you so much 
Gideon and Edmund sound wonderful together (I’ve now sort of got my fingers crossed for boys just to make sure we can call them this!)
Although I love Tallulah, DH has now said that he wouldn’t like it to be abbreviated to Lula or Lulu which would be most likely once they get to school age so it’s not on the cards anymore.
@EloiseT
I hadn’t thought of the similar sound with Imogen/Hermione/Jemima - thank you!
Edith Josephine is a beautiful name - I love it!
Thank you for the Dutch suggestions as well! DH didn’t want a specifically ‘Dutch’ names for Cecily and Jemima, but I think he’s leaning towards it this time around so these are very helpful. Madelief is absolutely stunning and might land a middle name spot. Unfortunately Anouk is already taken by the girls’ cousin but a stunning option nonetheless.
@Greyblue
Thank you for your thoughts!
I agree that I’d definitely be hearing Matilda and Violet in school a bit too often for comfort. So far, I’ve not had many Penelope’s or Imogens either at my school or in the girls’ nursery/play groups/school, so I might be in luck in the area that we’re in.
Thank you for the suggestions - I particularly love Henrietta (DH has unfortunately already vetoed for being ‘too posh’) and Saskia and Madelief for the Dutch association.
So to sum it all up - thank you again everyone and I know this is a ridiculously long post from me, so if anyone’s still reading… well done and thank you!
We’ve got a shortlist now at least:
Rosamund Josephine and Penelope Charlotte (aunt/godmother’s name)
or
Rosamund Josephine and Imogen Victoria
Imogen Victoria and Gideon X
or
Edith Matilda and Alfred X
Gideon X and Edmund X
or
Alfred X and Henry X
Thank you again for all your thoughts and I’ll be back in 4 months time to share the final choice ! 