What does Cynthia mean?
Cynthia is from Greek Kynthia, an epithet of Artemis meaning 'from Mount Cynthus,' her birthplace on Delos. The moon association comes because Artemis (and Selene) were called Cynthia; it is cultural, not a literal 'moon' etymology.
What does Dorothy mean?
English form of Dorothea, from Greek doron 'gift' + theos 'God', meaning 'gift of God'. Same elements as Theodore reversed.