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!
Edited for privacy.