It's a tricky one. I'm not one to follow the most sensationalist or horrifying news any more than necessary and I don't like in the UK now or when the awful murders happened, and I still made the connection right away.
It depends on several things I think. Do you live near where the affected town or at the other end of the country? Are there additional children on either side "Holly, Thomas and Jessica" or "Holly, Anne, Ben and Jessica" dilutes the connection quite a lot. Is the elder daughter Holly old enough to have heard of the murders?
And then there's the issue that even if you've adores a name forever, you still need to reach agreement with the child's other parent. So without this issue, it's entirely possible that you end up falling in love with and having children with a man who vetoed Jessica as a name because he was bullied by a Jessica at school, or because his twin sister is called Jessica, or Jessica is the middle name of his child from a previous relationship, or the initials would spell something rude, or he just doesn't like the sound of the letter J, or a million other reasons why loads of individual parents cannot or have not named their child a name they have individually loved.
Of course, it's entirely up to both of you, but there is a strong chance of people making the connection and of having it upset the girls when older. It's possible that a great number of people won't make the connection, if in a different part of the country and if there are several other siblings but I think it's unlikely that nobody will make it.
For what it's worth, I think Jessa is a beautiful alternative as someone suggested above. Or Jessica as a middle name.
Best wishes.