I’m not in love with [name]Phillipa[/name], but I love the nn [name]Pippa[/name]. I love the name [name]Felicity[/name] and think [name]Felicity[/name] [name]Winter[/name] goes great with [name]Vivienne[/name] [name]Gray[/name]. Good luck choosing!
[name]Felicity[/name] [name]Winter[/name] (or even [name]Felicity[/name] [name]Eve[/name]!) would be lovely! I think [name]Vivienne[/name] [name]Gray[/name] and [name]Felicity[/name] [name]Eve[/name] or [name]Felicity[/name] [name]Winter[/name] would be rather stunning for twins. I like the idea of [name]Vivi[/name] and [name]Pippa[/name] as sisters, and I like [name]Pippa[/name] as a nn much more thank Fliss or [name]Flick[/name] (or any of the common nns for [name]Felicity[/name]), but I just adore [name]Felicity[/name] as it is, and couldn’t pass up on it for [name]Pippa[/name] if I tried. 
Good luck!
[name]Vivienne[/name] [name]Gray[/name] is gorgeous and before I read that name I thought [name]Felicity[/name] [name]Winter[/name] to be stunning and my #1 choice…but I agree with some of the other posters that [name]Felicity[/name] may not work as well with [name]Vivienne[/name]. [name]Phillipa[/name] [name]Winter[/name] I think is equally as stunning and therefore would get my vote.
I would go with Felicty… I actually prefer [name]Eve[/name] as the middle name though. While I love [name]Philip[/name] for some reason I don’t care for [name]Phillipa[/name], I think because it is awkward to say [name]IMO[/name]. [name]Felicity[/name] evokes the thought of a happy, sweet little girl just as the meaning of the name.