Ever since I played Bioshock, I not only loved the character Sander Cohen, but I also loved his name. I thought it would make a good name. My last name is Jeanson so I sort of pictured naming my son (if I have one, this is hypothetical) Sander Jeanson, or maybe Sander Cohen Jeanson (Cohen as his middle name). Kind of worried that he may be called Colonel Sanders or something, but I think Sander Jeanson doesn't sound terrible. You also gotta worry about initializing, for instance, my initials are DJ, and while that doesn't really cause any problems, you'd be surprised how many people point it out and how un-clever it actually is. SJ or SCJ wouldn't be too bad of initials. I would never name my child with a B letter though, because obviously their initials would be BJ, so you sort of have to think of the initialism as well.
In terms of names, I think as long as you're not trying to be clever and just reference something, if you honestly like the name and it's something that sounds good both as a first name and as a first and last name, then I think it's okay. With Maes, the pronunciation may be an issue, but when I read it I initially assumed it was "Mays", so I don't think it's too bad. Lyra I assumed was "Lie-ruh", but I could almost see people saying "Leer-ruh". As for people teasing them, I think it's harder to tease unconventional names because you don't hear them as often so you don't really have preplanned taunts. You also don't want to taunt them because their name is just so bad ass.
I think back to Seinfeld when George Costanza wanted to name his hypothetical daughter "Seven", and while it's borderline a bad name, if I knew someone named Seven, I wouldn't even want to make fun of it because it's such a different name. I think there's honestly too many Matts and Georges and Stevens, we should think outside the box a little bit. I don't think the origin of the name really matters. Look up your name in the name dictionary, what does it mean? Mine means Lord of the Ocean, and I have a huge fear of large bodies of water, even lakes make me feel unsettled. So, my name is sort of ironic. Does it really matter if you got it from a book series, or an anime, or a video game? It's not like you're going to dress them up like that character and hope they grow up to be that person; you liked the name from something so you chose it. What, I can't name my child Chris just because Chris Redfield is a character from Resident Evil? All of you people who say it is a bad idea to name your child after something you love are ridiculous, unless it's a name that is terrible, like Turd Sandwich because you watch a lot of South Park. If it's a legit name, go for it!
Wow, wall of text. TL;DR: Naming a child after a character from something is perfectly fine, can I name someone Chris even though Chris Redfield is a character? We need more creative names anyways. Think about their initials, you don't want them ending up with the initials "BJ". I think Lyra and Maes are fine names, both can possibly be mispronounced but I think they'll do fine.