We had a Henry round here this morning! :)
I know a little Elliott too but he's French. I think they're both lovely but if I were choosing, I think I'd pick Henry. All the middle names go really well too. I'm not really helping here am I?
Girls - I'm definitely keener on Katie but then that is the nickname of DD's that I think DSis might like for her new baby. I know it really doesn't go with the fact that we chose to spell her name with a C but I was hormonal at the time and it just felt right-er spelt that way - and if it's good enough for Kate Middleton, it's good enough for me 
DD's middle name is Emily too which means my choice is easy.
I agree with BlastOff that Lucie Lydia is a bit too alliterative for me and I'd probably spell Lucie as Lucy to make misspellings less likely.
I wouldn't worry too much about matching the names. It's only going to come up when you fill in official forms and might be nice for them. I have 2 sisters and Mum finished all of our names with the same 2 letters and started all of our middle name with the same letter too so we properly match. It's never been a problem and I actually kind of like it. Depends on how many more children you're going to have though I guess. By the time Mum got to my DBrother, the choice of names that matched was so limited that the name they ended up with as the girls option was truly terrible, I was relieved when he was a Boy and I was only 6.5!
DS and DD 'match' in that both their names are Greek with 9 letters but that was purely accidental.