If the setting is confined, and does not have many relations with other settings, or those are discrete and do not touch on the events of the story, what you want is a slew of names all from the same culture that suggest the culture of the story. It may be trouble if you want it to do so vaguely, but then, if you chose an unusual culture, most readers will not pick up on the connection. And if there are two cultures, two sets of names. Preferably chosen with an eye to what sounds like they come from the same culture.
A broad, (relatively) cosmopolitan culture needs more names and more varieties of names. But even then you have to juggle. Far distant names from each other argue a world with lots of transportation. Especially in siblings. I ran across a pseudo-medieval story where two girls, the daughters of a peasant if I recall correctly, were named Molly and Natalie. French and English might not have been so bad, but that's the French form of a Russian name. The level of travel technology in that world argued against it.
And even if you do have a justification for your characters named Molly and Natalie, you need to slither it in soon. One book I read had a pseudo-Archaic Greek society -- and a character named John. All was explained in the last chapter (along with why there were potatoes), but it had annoyed me. (And not acted as a clue. Writing can be tough like that.)