Since both Margaret & Anne are Saints' names, then you can most likely choose these both for your Confirmation name. I am not sure if whether or not there actually was a "St. Margaret Anne," but, both are the names of Saints in & of themselves.
The name Sarah is Hebrew. It means princess. St. Sarah St. Sarah was the wife of Abraham. St. Sarah was Jewish. When she was 90, angels came to hr and told her she was going to have a son. She laughed. She did have a son and named him Isaac which means laughter.
St. Patrick's birth name was Maewyn Succat. St. Patrick was born in Scotland around 375 AD. At age 16, he was captured and sold into slavery in Ireland. He took the name Patrick when he became a Priest.