I also agree the Sphinx should be unnamed. The concept of the nameless, ancient terror just works well IMO.
Dandy Lion for Trixie’s Mom, also agree.
Posey Shy for Mrs. Shy sounds ok.
Nimbus Breeze feels a bit, harsh on the tongue and has a bit of a, I don’t know. Trying to respectful. But anyway, Nimbus is also Latin for ‘dark cloud’.
Cumulus Breeze - Fluttershy’s Dad
Definition for cumulus - “cloud forming rounded masses heaped on each other above a flat base at fairly low altitude.” Has Fluttershy’s dad written all over it.
(bold text so it’s easy to see name suggestion separated from discussion)