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Click on the ones that show blue in your query.

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For the rest:
Bane = Bringer of destruction (normal dictionary word)
Regulus = Little King
Rubeus = Reddish colour
Imago = Image, likeness (or adult insect ...)
Bellatrix = Fighting woman
Alastor = probably a variant of Alistair, but I think Shelley wrote a poem about an Alastor who was a Titan of some kind. Vague - sorry!
Apollyon = partly Apollo the sun god, partly a made-up name for a devil that John Bunyan used in Pilgrim's Progress
Severus = Harsh, tough, severe, strict ...
Nymphadora = Beloved minor goddess (no wonder she didn't use it, poor woman!)