I would need two female first names that would also make sense in the singular with a compound first name.
Example in French with a male name:
My name is Jean, says the first.
My name is Paul, says the second.
My name is Jean-Paul, said the third.
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Yes, you understood the question.
In Michel Tournier's French novel "Les Météores", there are two twin brothers, Jean and Paul, whose mother calls them as if they were one person: Jean-Paul. One of the twins is going to die, and his brother will bear his brother's name by the compound first name.
If you have a slightly less common example.