Help with expanding on a Chinese character's name (in headcanon) (To clarify: I'm a white American, trying to make fanlore for a canonically Chinese character from a Korean game. There's several different levels of possible lost-in-translation here. If you need any background information, stuff from the original Korean text or its Mandarin localization, etc., or if this is an insensitive request, please tell me.)
I'm a big fan of a video game called Library of Ruina. To explain the plot would be off-topic and take way too long; the relevant details are that it takes place in a giant futuristic city with multiple different real-life cultures represented, including (Han) Chinese. Three characters have Chinese names, including my personal favorite, a woman named Xiao. She has a Mandarin wiki page at https://baike.baidu.com/item/%E9%82%B5/55498596, but she doesn't have an English one because the English wiki for Library of Ruina is very bare-bones as yet; if that changes, I'll update this post. Xiao is a fighter-for-hire by trade, with notable character traits being bravery, caring for those around her, a &quot;cold&quot; veneer that takes some time and effort to break through, and strength both of will and of love for her husband. In terms of character design, she has aspects both of fire and of a Chinese dragon, though those didn't exist when she was a baby and might not factor into her name at all.
It doesn't take much research to know that Xiao probably isn't her only name, if we're going the authentic Chinese route, which I intend to. With some cursory research using Google, a Chinese dictionary, and my sister who's learning Mandarin in school, I guessed that Xiao likely referred to the surname Xiāo (萧). I then came up with the given name Fáng (房) and courtesy name Lián​huā (莲花), but now I'm thinking I didn't do my homework well enough. There's nothing given in canon about Xiao's home life or what her family might have been thinking about when they named her, but even if that information did exist, I wouldn't trust my own non-Mandarin-speaking self to use it effectively.
What are some things I should take into account while attempting to make a headcanon name(s) for a Chinese character, besides literal meanings of the characters and avoiding any similarly literal bad associations? Does anybody have any possible suggestions? (I've seen a couple other posts from Chinese people suggesting that the latter might be a service people pay for - if that's the case, I'm absolutely not requiring anyone to do it for free. I'd accept suggestions of people to hire such a service from as well.)
TL;DR: I need help coming up with additional headcanon names for a Han Chinese video game character whose only name given in canon is Xiao. I came up with a couple options, but it's become clear that I didn't do enough research and they probably don't make sense. Can anyone help me figure out how to do this, or point me to someone who can, potentially as a paid service?

Update: I wrote this entire long thing, didn't post it, and then went and looked up some cutscene videos in the Mandarin localization. I discovered that the character they use for Xiao's name is actually 邵, i.e. Shào - I suspect that's because both the English and Mandarin localization teams were transliterating directly from Korean and they interpreted the same syllable in slightly different ways, but I don't know for sure! Just another complicated piece to add to the puzzle...
Update 2: Thanks to Mou某 for finding her Mandarin wiki page!
I actually think some sinologist have the most literate chinese names, such as 费正清，高居翰. These names use characters that often appear in Chinese people's names. Many of these words are related to Confucius virtues. But these names are not suitable for games as I think they are a bit too serious. Chinese video games characters use names adapting from modern fantasy novels which often take inspiration from historical works such as Strange Stories from a Chinese Studio (聊斋志异), In Search of the Supernatural (搜神记). The names in these work are more interesting. They can refer to locations, times, storyline themselves, cosmology, etc. They generally come from a daoist canon.