As this little one will be far down the pecking order, they will have the freedom to go a bit more off piste. Like Andrew did with Beatrice and Eugenie - royal names, but not a George, Edward or Elizabeth.
Diana has to be in there somewhere if it's a girl. Think we can safely assume Thomas out of the running for a boy...
I predict:
Girl: Grace Diana or Helena Diana
Boy: Christian or Matthew
(will probably be totally wrong and they'll name it Aquamarine Byzantium or Hercules Antarctica).