Felicity Winter (or even Felicity Eve!) would be lovely! I think Vivienne Gray and Felicity Eve or Felicity Winter would be rather stunning for twins. I like the idea of Vivi and Pippa as sisters, and I like Pippa as a nn much more thank Fliss or Flick (or any of the common nns for Felicity), but I just adore Felicity as it is, and couldn't pass up on it for Pippa if I tried. :)
Vivienne Gray is gorgeous and before I read that name I thought Felicity Winter to be stunning and my #1 choice....but I agree with some of the other posters that Felicity may not work as well with Vivienne. Phillipa Winter I think is equally as stunning and therefore would get my vote.
I would go with Felicty... I actually prefer Eve as the middle name though. While I love Philip for some reason I don't care for Phillipa, I think because it is awkward to say IMO. Felicity evokes the thought of a happy, sweet little girl just as the meaning of the name.