Pyr is Peony's younger brother, so his surname was already decided. Only had to come up with a first name. Because the other twin's name is Sky, I wanted to give him a name related to the sky, but everything I came up with was weather-related and sounded like a name for a member of the Kapur family XD So I decided to think of "Sky" as air, and give my character a name related to a different element. Pyr is the root of the Greek word for fire, and it was short, so it stuck. (I am a huge geek for classical languages, yup).