I don’t like the idea of colouring things unnaturally. Blue Sunset, Pink Moonlight? Sounds pretentious to me. Angel Zone? Tries too hard to be sexy/innocent. Jazzberry anything – too punny. The Wings – Paul McCartney’s band was called Wings.
My Secret Mistress is my favourite of the ones you’ve listed, but My Secret Concubine is even better.
I like Pink Moonlight or Blue Sunset without the the. I like Angel Zone (although it may be thought to have Christian Music connotations) and My Secret Mistress.
Tune Zero would easily be transformed by critics who judged your first album: Zero Tune.
From the others I like My Secret Mistress the best.
Maybe just Mistress
On a recent similar question, I suggested the name Tripping Sober, which for some reason, I really like a LOT, and I can’t seem to not think of it when someone asks about band names.