Regarding Olympia, the name plus her apparently electrical powers sound like they're meant to evoke Zeus. In that case I'd consider something similar from a different mythology. I'm thinking of Vajra, the weapon of the Hindu storm god Indra.
In a similar vein, I think Tjack is onto something by looking at warrior women from another mythology; but "Valkyrie" sounds a little too on-the-nose, since the character's name isn't "Amazon." A comparable permutation would match more closely. How about Valkyrian?
For Enigma 7, something containing Kryptos, the Greek word for "hidden," could be an appropriate name.
I think I'd exchange Briar Rose for something non-botanical, but with similar implications. What do you think of Barbed Wire?
Translating the Blonde Fury to something close sounding, like Red Rage, might come across as a bit too precious. But from your description, I immediately thought of Femme Fatale.
"Scarborough Faire" is a stylish name. For that I would want to look at an archaic noun with similar implications of entertainment. I would suggest Jongleur.
Olympia becomes....Hera
Amazonia becomes....Valkyrie
Enigma 7 becomes....Galatea
Scarborough Faire becomes...Wicca
The Blonde Fury becomes....Rage
Briar Rose becomes....Thorn