Where the Trios' names derived from.

Amy
is a given name, a variant of "Aimee", which means beloved in French, from Old French amede, from Latin amāta, feminine singular past participle of amāre "to love". The name may also originate from French Ami, which means friend.
Amy can also be a diminutive of "Amelia". Amelia is derived from a separate root word, the Germanic amal, "to work."

Jocelyn
is a surname and first name, generally female in English speaking countries. Variants are Jocelyne, Joscelin, Joslin, Josslyn, Joslyn, and Joscelyn; people that have this name may find it is often misspelled by others.
The name derives from Josselin in Brittany, France and was introduced to England after the Norman Conquest. For the Jocelyns of Hyde Hall (near Sawbridgeworth), see the Earl of Roden
In French, however, particularly in the French-speaking Canadian province of Quebec, the spelling Jocelyn is exclusively male. Jocelyn Thibault, a male professional hockey player from Quebec, is the most well-known example. The female counterpart is spelled "Jocelyne."

Gwen
is a female first name meaning "white" in Welsh, from which the names Gwenllian, Gwendolen, Gwendolyn, Gwendalynne, Gwenfair, Gwenffrewi (Winefride) and Gwenhwyfar (Guinevere) are derived. Guinevere was the legendary queen consort of King Arthur. The name Guinevere may be an epithet – the Welsh form Gwenhwyfar can be translated as The White Fay or White Ghost (Proto-Celtic *Uindā Seibrā, "white phantom" or "white fairy"; Brythonic* vino-hibirā; see also Ishara).