I didn't know about proper naming conventions until well after naming my characters, so I hover between "maybe I should fix that" and "changing their name now would be weird".
"Aurelie" is the only character name that does work - it's probably more an Elezen than Hyuran name, but I can justify that by her being Gridanian so there'd be some degree of cultural mixing there.
My other two characters just got names out of my mental box of "made-up fantasy names that sound kind of cool" so they're way off.
My Roegadyn girl is named Verdalyn which is... well, I don't think Roegadyn language even uses V, and the female names have those set endings. So I've been through the 'dictionary' list a few times hoping to assemble something that sounds similar to that, but also somewhat meaningful. Possibly "Frydlona" ('peaceful gatherer') or "Frydwyda" ('peaceful willow') as she doesn't like to fight. 'Willow' would also have the bonus association of tree -> Bole card/constellation -> protector symbolism as she's a tank.
And my Elezen character is named Amalthis (pronounced as written) because early on I'd only figured their names are 'long and fancy sounding' and I'm not good with French. I still have no idea what I'd rename him if anything.
Oddly enough though - I'd caught onto the French names at the point when I actually made him as a character in-game, and my characters have a running pattern of surnames ending with ___song, so I ran his through Google Translate for a passing attempt at lore-appropriateness.... and ended up with Terrechant which is actually a correct Duskwight surname. I didn't even know until later when I was messing around with the random name generator!