I would say all of them work! Personally my favorite two are {Annika [name_f]Jane[/name_f], Orɛstina [name_u]Cass[/name_u], [name_m]Matthew[/name_m] [name_u]Lee[/name_u], and [name_m]Conrad[/name_m] Elias} and {Annika [name_f]Jane[/name_f], Orɛstina [name_u]Lee[/name_u], [name_m]Matthew[/name_m] [name_u]Cass[/name_u], and [name_m]Conrad[/name_m] Elias} because I like Orɛstina better with the set than Orɛstine.
I like both middle name possibilities, though I think I slightly prefer Orɛstina [name_u]Cass[/name_u] + [name_m]Matthew[/name_m] [name_u]Lee[/name_u] to the swapped version. However, I think the sibset works equally well either way!
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@EagleEyes Thank you. Which version of middle names was one of the things I was curious about. I’m thrilled to hear that all the sibsets work. Also thank you for letting me know which Orest… version you like best. 
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These are all good and attractive options. I like the way you have balanced each of the first names with the middle names. That consistency carries through the set and bridges the differences between the longer and more distinctive girl first names and the more traditional boy first names.
I also prefer both girl names ending in ‘a’. I think that preference comes down to familiarity with the ‘tina’ component. I have a slight preference for [name_u]Cass[/name_u] as the middle name for the girl sibling probably because I associate [name_u]Lee[/name_u] more with male usage and [name_u]Cass[/name_u] more with female usage. I also enjoy tie-in sound of the ‘s’ in both the first and middle name.
The boy combinations feel very cosy on their own. I love the visual similarities of the boy middle names with either combination since [name_u]Elias[/name_u] includes all the letters of [name_u]Lee[/name_u] and almost all the letters of [name_u]Cass[/name_u] with the ‘C’ carrying over from [name_m]Conrad[/name_m]. I’d find it very difficult to choose between the two options if it weren’t for my slight preference toward [name_u]Cass[/name_u] for the girl sibling.
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@kachenka Thank you! I appreciate you pointing out the balance of each name combo as I was worried about that. I hadn’t noticed the carryover of the letters between the names, but I love that it ties them together. [name_u]Lee[/name_u] is a family name that has been given to both boys and girls, but I can see where you (and many others) are coming from. I have to agree that the tie-in of the S between first and middle names for the female sibling is a draw.
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Annika Jane, Orɛstinᴀ Lee, Matthew Cassand Conrad Elias works best to me as I like the A ending of Orɛstinᴀ and I feel like Cass brightens Matthew up a bit so it feels a little more cohesive with your set
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[name_f]Annika[/name_f] [name_f]Jane[/name_f] ║ 
[name_m]Matthew[/name_m] [name_u]Lee[/name_u] ║