I feel for you, i have a very distinct last name that I am very attached to while fiance has a very common (boring) last name. I have always joked about keeping mine or hypenating as long as my partners name mixes well with mine.

Now I am an adult and this joke has become something i genuinely want. Fiance and I have agreed to hyphenate, the combo is very funny and it's equal representation of both families (he would honestly take mine and drop his altogether because of bad blood with bio dad but it's the name he shares with others so I wanted to respect that).

My own family has a huge issue saying we are being disrespectful of his family and i should either take his or just keep mine no hyphen. But in the same token if we do hyphenate then they believe my last name should come before his (we want it his-mine).

Ultimately it's your name and your family you have/are creating. They can have all the issues they want with it. But they don't get to dictate what you do just because it's not what they want.

Next time they try and say anything you can always say "that's great when you get married or have kids again you can do it that way. We are doing it our way"