Lovely. My favorites from your list would be as follows:
Anya Eira (EYE-rah)
Elsa Eva (Eh-vah) - I prefer EE-vah.
Lena (LEH-nah)
Nora
If I had to pick one, it would probably be
Eira.
Eira has been a favorite of mine for a couple of years now, and I've always pronounced it the same way as you.