I like Dido, but only pronounced dee-daw. It has a nice cosy feeling, much like Anna actually! So I think Dido and Anna go well together, though to be honest I'm getting quite bored with the idea of "sibsets" and that siblings' names should "go well together". Might be sour grapes since my kids' names don't really all go well together!
I don't like Elissa. The double s annoys me. Elisa looks better.
If I had Dido and Anna, I'd name their sister Tove or Vera and brother August.
****
The lady of the house speaking.
It's pronounced 'Bouquet'!