What does Diana mean?
Diana is the Roman goddess of the hunt, later identified with the moon (counterpart to Greek Artemis/Selene). Her name most likely derives from a root meaning 'heavenly, divine' rather than 'moon' itself, so the lunar sense is through the goddess's identification, not literal etymology.
What does Julia mean?
Julia is the feminine of the Roman family name Julius, of uncertain origin, sometimes linked to “youthful” or to Jove. It appears in the New Testament and in Shakespeare.