Oh, golly gosh, Penny Lane - twins! Poor Sophie! She had so much bother with her last pregnancy I can only hope that this one will be much less complicated, and twins certainly ain't easy.
I suppose that if the baby is a boy then Phillip will feature somewhere. All I really have against it is that there are a lot of Phillips around, as well as there being too many Georges (in my opinion, of course!). The only names which we can be certain that the baby won't be called are 'David' and 'Wallis'!
I also hope that you're right Chrissy57 and that Charles doesn't proclaim that he'll be known as George VII. Like his mother, I think Charles an excellent, manly name, and Charles III would particularly gratify the Scots, inter alia, in the UK.
Wasn't Sophie's father's name Christopher? I think that rather attractive, and highly possible.