Amazingly, there is a meaning to the name "Cassilda," one of Chamber's three named characters from the inner play "The King in Yellow." According to one baby-name website, it comes from the root name Casilda or Quasida and probably means "dwelling place, belonging to the house." Possibly it derives from the Arabic “qaṣīda” meaning "poem" or "to sing." Possibly it refers to Saint Casilda of Toledo (c. 1050), venerated as a saint of the Catholic Church for feeding christian prisoners and living a (very long) life of solitude and prayer.
Namedoctor.com suggests that the name is possibly Latin or Germanic or Arabic in origin, meaning that the source is unclear. I'm still willing to look at the theory that Chambers made it up from classical roots and his readers have ret-conned the name over the following century. Cassilda's role in KiY is as a member of the royal house and her main contribution to the inner play "The King in Yellow" is her song.
"Along the shore the cloud waves break,
The twin suns sink behind the lake,
The shadows lengthen
Strange is the night where black stars rise,
And strange moons circle through the skies,
But stranger still is
Songs that the Hyades shall sing,
Where flap the tatters of the King,
Must die unheard in
Song of my soul, my voice is dead,
Die thou, unsung, as tears unshed
Shall dry and die in
Cassilda's Song, Act 1, Sc. 2, The King in Yellow