Congratulations - you must be very excited!
There's nothing wrong with any of your names, but some I like more than others. Melanie is a bit blah for me, and Skye a bit hippyish. I think Luna will get called Looney or Luna Lovelace. But Tansy - now that I like a lot! Really pretty, especially with Juliet. A big vote for that one. Tansy Flora would also work but Tansy Juliet is my favourite.
On the boys' names, actually my favourite is Leonard, shortened to Lenny. Finnian, shortened to Finn, also really nice but possibly over-popular for you? Is Gabe short for Gabriel? I quite like it. I like Fergus and Gray, Ty doesn't move me one way or the other, Oswald I positively dislike (probably because of the Moseley connection, though I don't think this would necessarily occur to many people).
So, my votes are for Tansy Juliet (with Flora Alice for possible second girl) and Leonard Gray (with Fergus Gabe for possible second boy).
Other suggestions: Lydia, Ada, Julia, Roisin, Josie, Sara, Tamsin, Marina, Anna, Rachel, Allegra, Talia.
Seth, Joseph, Joel, Jed, Reuben, Noah, Isaac, Oisin, Sam.