What does Natalie mean?
Natalie comes from the Latin natale domini, “birthday of the Lord,” and was traditionally given to girls born at Christmas. Its Russian form is Natalia.
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.