Well, I know a
Leonie and have often thought how much I like her name.
Leonia adds just a touch of frill to it, in a good way. I like
Leonia a lot - but then again, I am a fan of "leo" names.
Leonio is interesting. I could actually totally see it in use, though it is not really my style or forte. I much prefer the simple
Leon. Still, it works.
As for
Lux... I do like it in a simple way. I personally think it is one of those names that takes guts to use (like Pixie or Tulip), but is endearing nonetheless.
I actually like it better on boys and I am not totally sure if you meant it for boys or girls since I cannot remember
The Virgin Suicides (though part of me thinks I remember it being about a group of girls).