IMHO, Delphine sounds aspirational / pretentiously French.
Like, when Amelie was all the range (prob because of the film) instead of Emily.
Piers instead of, well, anything (Peter is better).
Lara instead of Laura.
Lara, Piers, Amelie, they are all trying hard to be 'classy' and because of the try-hard factor, failing.
Daphne is very soft and pretty. It makes me think of Chloe. I think it's a lovely name.