Thank you for all the comments everyone! Even those of you who think the names are horrible
wouldn't life be dull if we all agreed with each other all the time.
To answer some of the questions:
Persephone is currently known as Sephi, as she's only 4 and it's a big name for such a little girl.
We'd pronounce Calista CA-lista
Am I quite posh/overly pretentious? Haha. No. But I do live in a part of SE London where nobody would bat an eyelid at these names. I'm less confident about how they'd be received back in my home town of Glasgow, mind you. Plus I loved Greek/Roman mythology as a child so that's where that influence is coming from.
Some of the other suggestions are beautiful and we had already considered (e.g. Cassandra, which I love - DH ruled out because of Only Fools, the fool). I hadn't thought of Cassia, so have added to the list.
I really like Roxana, with Roxy as a nickname. I'm struggling a bit with Morgana as it seems harder to shorten. Calista is growing on me hugely....I had added it as a potential tie breaker but like it a lot more than I'd realised.
Off to do battle with DH again, will keep you posted!