The premise reminds me of The Suppliants (and the modern reconstruction The Suppliant Women), and also The Eumenides. With that in mind I'd make the name sound like a Greek play. "The Two Cousins", "The Cousins", "Atlantia & Ariadne", "The Escape", "The Strong Women", "The Determined Women", "Heroines of Lesbos" something along those lines but connected with the game.