Hmm, my first reaction was no, Arlo and Isla are fine. But then I tried to say them out loud and they do feel matchy and Henry feels like the odd one out. I think Henry, Isla, and Arthur make a much better trio--Arthur has similarities with Arlo, but has more distinguishing sounds. What put you off? I think Arthur fits great!
Henry and Isla would also sound nice with Alistair, George, Martin, Lawrence, Felix, Colin, Marshall, or Malcolm.
Arlo isn't too close to Isla, it just has similar characteristics. They both start with a vowel, have two-syllables and put the stress on the same syllable, but they still seem very different and unique from each other. Arthur is definitely better than Arlo, though. It's classier and sounds better with Henry. Here's a few suggestions for boys:
Another vote for Arthur!
I like Arthur best too. Henry, Isla and Arthur are a pretty smashing set of vintage names. Henry, Isla and Arlo are alright too, it sort of leaves Henry out but if Arlo's your true favorite I think it's fine. I'm always a bit torn about naming siblings, because on one hand I don't want to name them JUST to match, and yet I also don't want to make anyone feel like they got a dud name either. Henry, Isla and Felix works nicely as well; Felix in the bunch makes the set feel more hipster than vintage.
I think it comes down to whatever is really your favorite and which you would like to give a child.