Despina made me first think of the word despise, then the song Despacito that was way too popular couple years ago, and finally spinach. I can't say I like it.
Delphine is ok. It has a playful, marine vibe (dolphins!). I think your girls' names are a bit more... I don't know, grounded than
Delphine (and I mean that in a good way, your girls have beautiful names). I prefer Wilhelmina/e over
Delphine.