I like it, makes me think of the video game but that's not a bad thing! Great game! I think you should go with something classic in the middle and Rose is a nice choice.
Zelda Rose is awesome. Zelda is an interesting, uncommon name, and paired with the feminine, common name of Rose, it really balances it out.
If you're concerned about Rose being too commonly used as a middle name, try these:
Rosalita (rose garden)