I keep reading this combo as Rosemary. I guess subconsciously I prefer that!
RosemarieSienna is a nice combo, though it's NMS. I don't love Sienna, but I think it sounds better than Sophia and agree that 5-10 years old is too young to honor, even though the intention is very, very sweet. I also think it's great that Sienna holds such a significance for you and your SO.
If you wanted to try and honor your sister, though, you could try to find another name that means the same thing as Sophia, which is "wisdom" in Greek. I think that could be a subtle way of honoring her without being too in your face about it.