Both your boys have names that end in N so I don't know whether you'd want to consider another a name ending in N for a third son. If so, I think Reuben, Rowan or Benjamin would be good choices.
Otherwise, I really like Edward and Barnaby from your list. I don't like Hector.
I like Casper a lot too but the problem I have with this name is I'm never sure whether to spell it Casper or Caspar! I prefer the look of Caspar but I don't suppose it makes much difference. I think Kacper is the most popular spelling in the baby name lists, anyway.
If you like Casper, you might like Jasper and Oscar.
If you like Edward, you might like Edwin or Edmund.
Other names that I think might sit well alongside Sebastian and Ethan include Miles, Leo, Andrew, Jonathan, Peter, Dominic, Timothy and Alistair.
As for your girls' names, I like Annie and Annabel but I think Annabella is too fussy. Ottilie, Arabella and Ophelia are all gorgeous names but, like Annabella, I think they are too fussy. I can't really imagine using any of them on a day-to-day basis.
Autumn ends with N like your other two names but it seems like a strange choice compared to traditional Sebastian and biblical Ethan. I suppose people often have quite different tastes in boys' and girls' names though! I think it sounds pretty but it doesn't pass my test - is this a name I would want to have? If you want a name ending in N there's always Lauren or Evelyn to consider.
Other suggestions: Isadora, Cecily, Cecilia, Serena, Tabitha, Jemima, Amber, Susannah, Eloise, Georgina, Gabriella, Gabrielle, Stella, Mariella, Rosanna, Cordelia, Hannah, Anna, Joanna, Alexandra, Victoria, Francesca, Rebecca, Melissa.