I think overall, Madeline and Katherine are doing wonderfully with Lucy now around. ... I think that *I* am having a rougher time than they are!!
I was most concerned about Katherine, while anticipating the babe's arrival. With Katherine going to be around 21-22 months old, I was worried that would really cause problems.
Gosh... I didn't have to worry at all! Katherine is completely in love with Lucy and is nearly at her beck and call (or should I say scream and wail?!). Any time Lucy makes a peep, Katherine is quick to let me know that "Louie wake, mom" (Louie is awake), or that she's crying or that she needs boobie milk

.. Of course, she is still young (just turned two a couple weeks ago!), so there are precautions that go along with that... but, she loves her baby sister. ... though I think there are times that she misses the closeness and being held more.
With Madeline... gosh... she loves Lucy too. She hasn't been as eager to get in her face as Katherine has, but she's great at playing peek-a-boo with her.
And about feeling badly about bringing a sibling into the world, when your 'babies' before did not ask? ... well, I completely understand. ... gosh, I really do understand.
Even when we arrived home for our first night as a family of five... I just about cried for Katherine. Katherine relished in her role of being the baby. She was, of course, always trying to be big like her sister Madeline, but still was little and loved cuddles and being held.
I couldn't pick her up that night. Or for a while. And I was trying to figure out the whole breastfeeding thing (and it Did Not go well for the first few weeks). And I was trying to figure out what to do with three kids at three and under. ... And I couldn't help her put her pajamas on because I couldn't lift her up to the changing table. ... This, for whatever reason, was nearly my breaking point. And I really almost lost it. (note that I had just given birth at 8:30 that morning in the hospital, but was home by 6:30 that evening, so hormones could have played just a tiny

role in all of this as well ... they didn't *create* the feelings, but certainly intensified them).
I can't say how Lucy and Madeline or Lucy and Katherine will interact.
But I do see Madeline and Katherine now. ... now that Katherine is big enough to play a lot more. And, I must say that it is beautiful.
No, they didn't choose each other. They didn't choose to have a sibling of any sort. They didn't choose when, where, why or how. They just ended up in the same place, a little under two years apart. They didn't get consulted on coordinating personalities, or at least ones that would get along the best. ... Nothing, really.
But they love each other. Dearly, dearly love each other. Do they fight? Ha! Do they ever! Especially since Katherine is .. hm... acting very two now... and she's being a bully to her big sister lately, taking toys right out of her hands on a run-by (think 'drive-by' but without wheels

) and such... but if one or the other gets hurt somehow, ... oh... the other one is right there, sometimes crying right along out of concern.
Or one morning when dh and I were still in bed (Lucy was sleeping still!) and Madeline had gotten up to go use the bathroom and Katherine followed her in. Madeline proceeded to tell Katherine all about using the potty, how fun it was to use big girl underwear, how you go about wiping, etc. Katherine was going along with it, inserting "yeah, yeahs" whenever appropriate. ... and then.. Madeline let out a huge fart. And both girls laughed their heinys off!! And so did I.
I don't know... it might not come out as well in words as I'm trying to paint the picture in my head.
It's a struggle to say the least. Some days I'm happy if everybody makes it out alive (seriously). But the bond siblings share is amazing. At least so far it is!