I like the connection you made between Lily Clarrissa and Orlando. Though I never thought of it, as soon as you brought it up I was instantly there with you. But the connection that I see is this:
Alfred Hitchcock was infamous for putting himself in his own movies as some small passerby. It was a joke that he had with the audience a way for him to play the game that writers have been doing for quite sometime. By stepping in front of the camera he turned the mirror on himself.
These three characters are Woolf doing this same thing. Each of the characters seemed to be dealing with themes and struggles very similar to what Woolf was dealing with personally. They all are trapped ing the space between creativity and society's norm. With Clarrisa she is fighting between choices and satisfied with what she has chosen (the role of mother and hostess), with Lily she sees the otherside of her choice and is equally happy if for different reasons. Then there is Orlando.
Imagine for a moment the mind of Woolf. She is fighting with the two major themes in her life, Art and Social standing. Thay see-saw back and forth, sometimes the Art winning, sometimes Society. She has already tried to paint what it would be like to be one or the other; what it would be like to be a Socialite, and what it would be like to be an Artist. So she sits down at her desk (in a room of her own) and starts to think. Well why is it that I have to have one or the other? Is it not possible to have both, to be both? Well of course she can, she's a writer.
Orlando is both Socialite and Artist, Man and Woman, Mother, Father, Lover, Killer. She is trying to paint a world and form for herselfwhere she can balance those aspects that she finds within herself.