Apart from Benedick and Beatrice, Claudio and Hero are the second set of lovers in Much Ado About Nothing. The trouble that comes up with both of them is that Don John, the villain of the play, poses that Hero is "unchaste." This dissuades Claudio's interest in her. Hero is pronounced "dead" in that fashion, with everyone casting an accusing eye on her.
The sources of names for Claudio and Hero are worth looking at, aside from their names in the play rhyming with one another! For "Claudio," the name is derived from "Claudius," which means "weak." Could Shakespeare have chosen this name intentionally? Claudio does not seem to be on par with the ladies as Benedick seems to be, so that might be the case. On the other hand, this would suggest gullibility as he was fooled by Don John's deception that Hero was no longer a virgin.
There is also more than one Claudio, as there are a few of many:
Claudio Sanchez - lead singer for progressive rock group Coheed and Cambria.
Christian Claudio - a former member of the tae kwon do Puerto Rican olympic national team, now a writer, professional speaker, as well as a mortgage banker.
Claudio Catagnoli - A Swiss professional wrestler.
Claudio Magris - an Italian writer.
For "Hero," the source of the name is very familiar with how we all know the word "hero" today.
"Hero" of course means "super-human champion." Once again, did Shakespeare have any knowledge of the meaning? Could Hero possibly do something that would be beyond any human ability to reach?
In the earlier case for Benedick and Beatrice, there are also interesting backgrounds on their names. "Benedick" is Latin for "blessed," while "Beatrice" is Latin for "voyager," derived from "Viatrix."
For the story of Much Ado About Nothing, this comedy follows a similiar pattern of "paired lovers" that Shakespeare is fond of using, akin to A Midnight Summer's Dream with Lysander and Hermia and Demetrius and Helena clawing at each other. In this case, we all seem to know by their names, such as how they sound and rhyme, that they will be together as they were meant to be by word choice.