Peregrine and Lysander I like best of all. They don't strike me as plain at all, even next two the wonderful names you've already given your children. The only strike against Peregrine is that it so close to Persephone, compared to Wolfgang.
Mattias I love, but it will get mispronounced in the US. Anders is great but not with Oliver.
So... Lysander gets my vote. You could also try Leander.
Your two kids have excellent names. From your list my favorite is definitely Lysander (or what about Evander or Leander?), and I think it would fit well with your sibset. Peregrine would also be a nice mix with your sibset and would definitely be my second choice. To me, Zephaniah has too similar of a sound quality to Persephone (the Zeph and seph being such prominent syllables in each name, sound way too similar) to make it usable. Mattias and Anders are both nice names, but sound a little boring next to Wolfgang and Persephone. Jameson is the only one from you list I'm not fond of.
Here's a few other suggestions (sorry for any repeats):
My favourite from your original list is Peregrine Oliver- so gorgeous, like your other kids' names! I also love Lysander but I don't think it flows very well with Oliver in the middle. I saw Peregrine Lysander once and always though that was a beautiful combo.
I've got to agree with the Ulysses suggestion - just perfect with your other children's gorgeous names!
Wolfgang Felix 'Wolfie'
Persephone Mila 'Posey'
Ulysses Oliver 'Uly/Uley'