Kaia - Not too similar in my view. They share an inital but the vowel sounds are distinct. Even with a non-rhotic accent like mine the endings aren’t too similar. I don’t think it would be confusing.
Also, if I met a family with a Kasper and Kaia I would notice the shared initial but I wouldn’t think anything of it. I prefer different initials myself but I think I would forgo that preference for the right name. Sounds to me like Kaia is your top favourite so I think you should go for it.
Sia - The connection to the singer is quite strong for me personally, but I’m Australian so it might be a stronger association for me than others. While there have been a couple controversies surrounding the singer, I don’t think they are general knowledge or would make the name unusable.
It really depends how you feel about people making references to the singer, like asking if you’re fans. It may not come up very much, but if it’s not your very favourite, I’d probably skip it.
Luna - Not a huge fan of the name personally, but it is well loved and quite popular in many countries including Denmark (#2) and USA (#10). I often see people mention it as a dog’s name, and know one dog personally, but I don’t see how that affects anything. People are clearly still choosing the name for their daughters.
Pearl is a lovely choice for middle name, and would also make a great first name.
Some suggestions based on your list:
Lucia - Mix of Luna and Sia
Lena
Lea
Clara
Una
Yuna
Pia
Vera
Elva
Eva
Sanne
Nina
Anya
Maia
Mira
Mara
Thea