Character names....?

Those names seem a little too recognizable. Normally you could steal a person's name and get away with it easily, but those names are pretty unique, you know, other than names like Brandon Lee, Pete Burns, Kieth Richards, Stevie Nicks, etc. Those names could belong to anyone really. If you were to name your character Mick Jagger or like you said, Led Zeppelin, that might be a little more to worry about.

Buddy Holly is right in the middle ground, so I don't know if it's risky or not.

Only use ”Buddy Holly” to refer to the late pioneer of rock and roll, not to your character.

Nicknames (“Buddy”) are fair game. You may even have your character share a name with your idol.

But don't name them the same. That would lead to confusion and possibly lawsuits.

I think it would be okay because like another poster said it would make a good side story... My dad named me (*I'm a girl) and my older twin brother Dante and Vergil after the poets.

Your dad naming you that is a good side-story. If your character has parents who would do the same thing, go for it.

No, but you could create fictional people who fit the same descriptions of those famous people.