These names are beautiful! I think they match well.
[name_f][/name_f]I like the idea of some of the shorter names with [name_m]Rio[/name_m] and [name_m]Asa[/name_m], like [name_f]Noa[/name_f], [name_f]Jorja[/name_f], and [name_f]Ema[/name_f], but I think they all work. I also like the idea of splitting up the “wordiness” of the sibset [name_f][/name_f]- [name_m]Rio[/name_m] and [name_f]Violeta[/name_f] would feel very nature-word themed to me, for example. Although I love the peaceful wordy vibes of [name_f]Alma[/name_f] and [name_f]Serena[/name_f] as sisters.
[name_f][/name_f]Lucília → elegant and sweet. I like that it’s familiar but still unique. it feels very bright and warm 
Mercês → elegant and virtuous.
[name_f][/name_f][name_f]Violeta[/name_f] → sweet and floral. I love the nickname options. 
[name_f]Serena[/name_f] → stylish and international
[name_f][/name_f][name_f]Alma[/name_f] → sweet, multilingual, and classic.
[name_f][/name_f][name_f]Noa[/name_f] → I love [name_f]Noa[/name_f]! fun and cool but also sleek and stylish. she feels artsy and international.
[name_f][/name_f][name_f]Ema[/name_f] → sweet and familiar.
[name_f][/name_f][name_f]Jorja[/name_f] → cool and distinct. this feels less classic than the others.
[name_f][/name_f]I think most of these names work well as a set. I might not use both [name_f]Ema[/name_f] and [name_f]Alma[/name_f] since they’re so close, for example, or [name_f]Alma[/name_f] and [name_m]Asa[/name_m], but overall I think these names work well style-wise.
[name_f][/name_f][name_f][/name_f][name_m]Other[/name_m] suggestions you might like
[name_f][/name_f][name_f]Cecilia[/name_f]
[name_f][/name_f][name_f]Marina[/name_f]
[name_f][/name_f][name_f]Aurora[/name_f]
[name_f][/name_f][name_f]Iris[/name_f]
[name_f][/name_f][name_f]Iva[/name_f]
[name_f][/name_f][name_f]Vera[/name_f]
[name_f][/name_f][name_f]Clara[/name_f]
[name_f][/name_f][name_f]Eden[/name_f]
[name_f][/name_f][name_f]Sabina[/name_f]
[name_f][/name_f][name_f]Estela[/name_f]
[name_f][/name_f][name_f]Talia[/name_f]
[name_f][/name_f][name_f]Dalia[/name_f]
[name_f][/name_f][name_f]Eva[/name_f]