Last names are up to you. If you would like to follow Latin tradition, the father and mother should each have two different surnames, and the mother should not take the father's name. The children should have, in this order: Father's first last name + Mother's first last name.
DH: Patrocinio, Guadalupe, Reyes, Carmelo, Candelario, Rosario
DW: Macarena, Luján, Begoña, Loreto, Sonsoles, Martirio
DD: Angustias, Desamparados, Soledad, Misericordia, Olivido, Delores
DD: Itziar, Estíbaliz, Covadonga, Azahar, Araceli, Almudena
DD: Amparo, Socorro, Aránzazu, Pilar, Sagrario, Immaculada
DD: Visitación, Rocío, Encarnación, Consuelo, Regina, Caridad
DD: Marisol, Esperanza, Reina, Luz, Nuria, Maristela
DD: Remedios, Natividad, Milagros, Concepción, Asunción, Virgen