I like [name_f]Liesl[/name_f] (eg [name_f]Liesl[/name_f] Katherine) but I would go [name_f]Rosalie[/name_f] with [name_f]Lillian[/name_f] - as others have said, Liesl/Liesel is too close to and matchy with [name_f]Lillian[/name_f] for me, and especially since you already have [name_f]Annalyse[/name_f] as a middle name. Also, I prefer the nickname Rose/Rosie to the nn [name_f]Lise[/name_f]. Another name you might like that’s similar is [name_f]Elspeth[/name_f] or [name_f]Elsbeth[/name_f] nn [name_f]Elsie[/name_f].
I think the sisters will appreciated not having big overlaps in their names. 