Susannah is a family name, so I'd never really consider
Susanna, though it's got a good Mozart pedigree!
I agree that
Susie is preferable to
Sue. Where I live,
Susannah tends to shorten to San, which is pronounced pretty much like Sun.
I don't think most people would think twice about
Lily and Susanna(h) as a sibset.
Sad, but true.
Might you consider
Suzanne? With a respectful nod to
Leonard Cohen?