[name_f]Lucy[/name_f] [name_f]Caroline[/name_f] is a very pretty combo and I think all your current ideas are lovely as sisters 
Personally, of your current ideas, I like [name_f]Zoe[/name_f] as a sister for [name_f]Lucy[/name_f] best. Both names feel very bright and lively to me, but the first syllables are different enough to not feel too matchy despite the same ending sound. My second favourite is [name_f]Eleanor[/name_f] nn [name_f]Nora[/name_f] - I like how they both have a meaning connected to light, and using the [name_f]Nora[/name_f] nickname will take away the similar -ee sound that [name_f]Ellie[/name_f] would bring. [name_m]You[/name_m] could also consider [name_f]Eleanor[/name_f] nn [name_f]Elle[/name_f] (not [name_f]Ellie[/name_f]) which has the same sleek look of Lucy’s 4 letters without overlapping sounds (other than the L).
[name_m]Other[/name_m] ideas:
- [name_f]Alice[/name_f] - maybe too popular?
- [name_f]Clara[/name_f] - also sounds bright and is connected to light
- [name_f]Flora[/name_f] / [name_f]Florence[/name_f]
- [name_f]Philippa[/name_f] ‘Pippa’ / [name_f]Pippa[/name_f] / [name_f]Piper[/name_f]
- [name_m]Scout[/name_m] - maybe a bit outside your style but sounds similar to [name_m]Scott[/name_m]?
- [name_f]Sophia[/name_f] / [name_f]Sophie[/name_f] - too popular and has the -ee ending sound
[name_f]Hope[/name_f] these help a little?