I think Francis may have been the first Habsburg of that name, though I'm not sure.
In addition, it seems some were named after their Burgundian relations - Philip the Fair for Philip the Good and Charles V for Charles the Bold (at least I think).
Yes. Philip the Fair had a Burgundian name but also Margaret was named after her maternal step-grandmother so would be pretty logical if also Francis had a Burgundian name.
Charles V was named without doubt after Charles the Bold, and about his siblings: Eleanor was named after Maximilian’s Portuguese mother, Ferdinand after his Spanish maternal grandfather, Isabella after her Spanish maternal grandmother, Mary after her Burgundian grandmother (and Spanish aunt) and Catalina was a Spanish name (and a Spanish aunt).
So I can not see any Habsburg name between Maximilian’s OTL children and grandchildren.
Agnes is a name used in both France and Germany (and we have also three early Habsburg precedents for the name with the daughters of Rudolf of Germany, Albert I of Germany and Leopold I of Austria for it) so look totally fine to me