In my writing or art they are always either

1. A couple who came together from two pure blooded families that they just didn't see eye to eye with (usually I go with Xeno as a Malfoy and Pandora as a Rosier twin). Because of this I like to picture them being socially cast out when they go against the grain, choosing for themselves their own last name as a sort of message and creed.

Or

2. Xeno is still a Malfoy (idk it just sticks), and is kicked out for marrying Pandora, taking her last name as a result.

I feel like 1. Is becoming more my favorite origin story as it just fits their personalities very well, but 2 is still fun.

I like to think of them as the floaty couple who are also queer platonic/polyamorus and so have different situations going on at different times. Like in one fic I was planning out, Pandora and Lily end up together and after a situation ship with James ends up giving a split custody over Harry, they decide to even it out by getting Pandora pregnant with Luna around a year later.