If you wanna play that game, every single characters name could have something to do with the overarching metaplot. Sigma and Phi are both terms used in probability equations which certainly leads into the games themes of probability and causality, Quark is the smallest indivisible unit at the quantum level which can ignore cause and effect, Dio means God in Italian, Tenmyouji can be divided into Ten - Heaven and Myouji - Surname. Alice certainly has an affinity for rabbits in wonderland(as well as her being a zombie), Luna, as you said, as well as the constant references to phases of the moon. Clovers a returning character so I'm counting her out, and K could be anything, but if I had to stretch I could say that it could mean Kelvin, which leads us to Absolute Zero.
The game plays with the themes of fate, probability, quantum mechanics, probability and game theory as well as something revolving around a lunar eclipse that really, REALLY, it could go anywhere. Probably stuck in a quantum state though. Sigma is the symbol for the covariance matrix of a set of random variables in probability theory and statistics, after all.