Here are some names I found for each cat. If none of them work I'll gladly search around for some more.

Swift 🍃

Names for the bright she-cat:

Fire
Fire is warm looking in the middle (her fur) but then gets redder (her wings)

Spark
Sparks can be light (fur) or red (wings) and they play and dance in the sky, like her

Blaze
Fur and wings but has that "blaze" of fury to protect her wingless sister

Names for the dark gray she-cat:

Pebble
Not being biased here cause of my user but pebbles are small and gray, like her. Pebbles also protect the shore of beaches like she protects her sister

Night
Dark fur, dark wings, born at night

Storm
Her fury to protect her sister is like a storm. Also her dark pelt.

I hoped you found some you like and if not I'll gladly dig around for some more!