Eilidh is a tough one. It is so pretty, and so doomed to be mispronounced in the U.S. I agree that Aylee and Ayleigh butcher it and rob it of all its character, but I don't think Ailidh would make the pronunciation any clearer. If the name is worth the hassle, it's best just to stick with Eilidh.
Killian and Eilidh are terrific for a brother and sister.