Roslyn May is the name of Phronsie Pepper's boyfriend in the last book of the Five Little Peppers series, Phronsie Pepper. The author, Margaret Sidney, often used strange or pretentious names like this for her wealthy characters. I think the name's okay for a woman, but it jut sounds silly on a man.
Roslyn is a variant of Rosalind, which according Behind the Name is derived from the Germanic elements hros "horse" and linde "soft, tender". It's obvious that the use of this name in the 1961 film "The Misfits" was deliberate and meaningful. If you're a fan of this name, you should watch this film.