Lovely. We have an Ayla and are considering Cleo for number 2. Although Ayla may not appear to have the same history behind it as Cleo it is the name of a city in Arabian Nights and if spelt Aila is a nn for Aileen.
There was a girl a few years ahead if me at school called Cleo who was an amazing artist and went on to be a fashion designer so your vision fits my experience of the name.
Cleo and Phoebe, perfection!
Ooh, I love Cleo and Phoebe above.
I think Cleo is beautiful too! I'm actually also loving the spelling Clio.
Best of luck!