Some are from mythology, like Pandora (as in pandoras box),
Persephone is queen of hades, daughter or Demeter... She was kidnapped by Hades and brought to the underworld.
I believe Lorelei is a singing spirit, like a siren that leads sailors to their demise with their song.
Not sure if this is how their meant to be interpreted on the album though, and I'm not sure about the rest....

the name pandora (for cindy) was picked specifically for gordon sharp of the band cindytalk. gordon introduced liz fraser to the works of louise brooks....in particular her film called Pandora. so she dedicated the song pandora to gordon, that's why it has for cindy (talk) in brackets.

This probably isn't really relevant but I seem to remember reading an acticle / interview in the NME around the time of Treasure's release stating that Liz had found the names for the tracks walking past down some street in London. Apparently embedded in stained glass above the doors to a row of houses. Ivo, as you say is an obvious one ands a pretty weird name for a house anyway! As with most Cocteau's lyric's / titles they become less mysterious the more research you do. Took me ages to figure out that all the lyrics to Melonella were breeds of butterfly.