Franz Ferdinand isn't a great one because Ferdinand is just his second name. His surname would be "Austria", and I don't think he'd ever initialize himself as FF.
I'd suggest using Frederico Fellini or Frederick Forsyth instead.
His surname would be "Austria"? As funny and obviously wrong as that idea is, I'll still point out that royals typically didn't have surnames in the traditional sense, but rather belonged to a house. Ferdinand is casually used as his surname, but if you want to be nitpicky you'd probably say his surname is Habsburg.
There are two letters missing, and really nothing comes to mind regarding FU initials, but it's a shame you didn't use Filippo Inzaghi as an answer for FI. He is extremely famous football player, World Cup winner, double Champions League winner, he is arguably even more successful than Lampard. If Lampard can be used as an answer, sure Inzaghi can be as well.
I have found a good add, that would complete the list, alongside above mentioned Filippo Inzaghi. If the fictional characters are added (as they are in some other quizzes in this series) - in the 1968 hit movie Odd Couple, the main character is named Felix Ungar, and there is an interesting quote from another character - "I cannot stand little notes on my pillow! “We are all out of cornflakes, F.U.” It took me three hours to figure out F.U. was Felix Ungar."
I'd suggest using Frederico Fellini or Frederick Forsyth instead.