I agree. "eh-LAY-na"
I suppose a purist would say, "eh-LEH-na," but the difference is so slight I hardly hear it when spoken at normal speed.
The name has many spellings, depending on the ethnicity. Ex:
Elena in Spanish,
Yelena in Russian. It's originally Greek. I couldn't begin to know how it was originally spelled. btN is pretty good about giving origins. Just click on the name and you'll see.