I think
Dagny is absolutely fantastic. Really, it's such an excellent name.
However, I think
Iris works a lot better with
Nina (I'm assuming
Nina is your daughter?). But then it all depends on how important it is to you that your kids' names match well.
I love both
Iris Caroline and
Dagny Caroline. I think the flow on the former is slightly better.
What about
Dagny Iris?