Are there any princesses Zhu Huan and Wei Zi in history?

Yes, but their names are not Xia Ziwei and Swallow.

The prototype of Pearl Gege was actually born to the imperial concubine, the daughter of Emperor Qianlong. The imperial concubine is indeed a Chinese woman, but the difference between her and Xia is that one really became the imperial concubine, while the other never waited for her favorite husband. And this princess is Princess Heshuo and Princess Jia. Although she grew up in the palace and lived a carefree life, she was not luckier than Wei Zi. She did marry Fu Erkang, but in real history his name was Fu Guiyuan. They had a son after marriage, but only seven years later, the princess who was supposed to be husband and wife died of illness. She was only 23 years old that year.