For the first pony Silly Sketch came to mind (because of her fun-loving personality)
The scound could be Russel Rocker (as in rock'n'roll, since he likes music) I know that is not a middle name but I could not figure out a good one for him
and the last one: Lily Lavender (as she reminds me of a lavander lily)
As you can tell, I really enjoy alliteration
Best of luck finding your names!