Both names are too surname-y to me (I like certain surnames as formal names, but not these). I would say only use them if they were family names, and then only as middle name (for example, I like the idea of giving the mother's maiden name as a middle name to the child).
Sullivan is extremely masculine (and I think of
Ed Sullivan). Sutton is the same, and just isn't a good name, period, for a boy even. The sound of it just isn't pleasing. Plus,
Sullivan & Sutton resembles that of a law firm.
Do you know if the girls were named already, what their names were, and if they still have them? I'm in favor of using the adopted child's given names as the middle name, if the parents must give them new first names.