I like it. It reminds me of the character from King Lear, who was a good character if too 'soft' for my liking. I mostly like the sound though. Cordelia Anne is my fav, theminess aside! Cordelia Maureen is actually good too. It sounded more of a character name at first but I can actually see it on a person, and i would probably like it too...
Scarlett and Malcolm seem a bit more 'modern' than Cordelia as a set, but I guess it would work. Mostly if it had a nn though. Cordelia soulds like the oldest in almost any group IMO. I like Iris, and sometimes I like Felicity. Not sure about Greta.