I pronounce
Elena "eh-lay-nah" and
Lena as "lay-nuh" (this is how it is pronounced in Germany by the way) but I pronounce
Helena like "heh-leh-nah" :-)
Hermione I have always pronounced "Her-my-ah-nee"
I know one person named
Keziah and they pronounce it "Kez-ee-ah" I'm not sure of the actual pronounciation though!