Siddhidatri = Siddhi + Datri. Siddhi means 'powers' datri is 'giver and holder'. Hence Siddhidatri means the one who has all the powers and can give all kind of powers and boons to the seeker, be it human, god or anyone. Goddess manifested herself in the ninth form of divinity named Siddhidatri.
Goddess Mahagauri is the eight form of Nav Durga and worshipped on the day eight of navratri. The day is also called Durga Ashtami. Many people in India do the Kanya Poojan on day eight or day nine. Devi Mahagauri has a very fair complexion, thus called Mahagauri. Maha means 'very' and gauri means 'the fair'.