Matilda Snow and
Eleanor Ivy: I do think of Holly and Ivy (a beautiful and very religious carol) so the reference is there, but it would be nice if you could find something more directly Christian.
Eleanor Angeline: I think this could actually work well, though it's longer than Matilda Snow. Otherwise, I don't see a problem.
Eleanor Claire (for light)
Eleanor Miriam (same root as Mary)
Eleanor Natalie (as in birth, Christmas, etc)
Eloise Pine (I know it's no more Christian than Ivy, but it's pretty cute and Christmasy)
Eloise Marian (any more feminine with an A?)
Eloise Estelle (for the Star of Bethlehem)
Eloise Eve (as in Christmas Eve)
I love Nora and Tilly so much! Eleanor and Matilda are really great together, hands down my favorite. (I know you don't want any new suggestions but since you seem to love Matilda Snow, why not also use Eleanor Winter instead of Eloise Winter? Then they would both have "frosty" Christmas word mn's, better matching firsts with cute-as-a-button nn options, and no one gets left out.) Good luck! =]