Let's try to give their pokemons a sense with the characters:
Mythra is pure light, like the sun, ergo Volcarona, Alacazan is said to be smart as a super computer and Mythra is literally a computer, Magnezone could be a reference to that too, the starmie is mainly a big gem and Mythra is a little full of herself but she is actually sweet deep inside so the dedenne is here to remind you that.
Pyra is more direct fire, ergo that fire bird from gen 6 which name i forgot. Pyra is maternal, ergo the feminine grass pokemon girl and she is also an "artificial living cope mechanism" which would explain the Porygon-Z, the scopilede could be a reference to Rex's "Pyra actually hates to lose, she acts sweet but she can be quite stubborn" ergo the "poison", the dog mon can also be related to her desire to protect rex.
About the legendary, is basically the same pokemon but with a different fighting style, just like Mythra and Pyra are the same person with different personalities.