I know a real live person who named her kids
Melody &
Cadence. I think it would be extremely cheesy on characters, but maybe that is what you're going for. It's like a neon sign indicating that high school band class was the pinnacle of someone's personal development but they haven't done anything musical since then. So if that's the vibe you're aiming for,
Melody and
Harmony as sisters are perfect.
Melody is ok, but
Harmony next to it turns the set into a joke.
Harmony is too cartoonish. I would think that an authentically musical family would pick something with a bit more nuance. Maybe the first name of a favourite musician, singer, or composer? Or a name from a favourite song? Or perhaps a name with music as part of the meaning that isn't quite so blunt?
Melody &
CalliopeMelody &
CarmenMelody &
SimoneMelody &
ClaraMelody &
CeciliaMelody &
EliseMelody &
Jasmine "Jazz" (if you still want to be a bit cheesy with it)