I can't say I like any of the names.
Sierra is pretty and I don't mind it, and I'm slowly getting used to
Sky. However,
Sierra Sky is a bit much for me and
Heaven Rain is just too cutesy.
Neriah is interesting, but it doesn't fit well with the other names. Shaya is okay, but I'd rather see Shia (only because I really like Shia LaBeouf, LOL). And the whole combo together is a bit of a tongue twister.