I would pronounce
Helena as HEL-en-uh (pretty much like
Helen with an -a at the end) as in
Helena,
Montana. I have some
German great-grandmothers named
Helena and I think their names were pronounced heh-LAY-na, but I'm not sure since I never met them (and I think at least one of them went by
Helen anyway).
I'd say
Elena,
Alaina, and Elaina all the same (uh-LAY-na) unless
Elena was in a Spanish context, in which case I'd say it in a Spanish accent - more like eh-LEH-na.