Love them both.
Both have images of ancient Greek / Byzantium. Almost any name that transports me back in time is a winner for me. These two do that admirably.
Additionally,
Delphine gives me a delicate, French, mademoiselle, Champs Elysee feeling. Oh, la la.
Theodosia has loads of nn potential:
Thea, Dosie,
Dodie,
Tess,
Tia,
Theda.