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First of all - I'm not an expert! Just a language/name enthusiast.

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Going by Rene's finding of Eugen being the male name used in Albania, I did some research. According to this page https://en.wiktionary.org/wiki/Appendix:Albanian_given_names the male names ending in -en are generally feminised by simply adding an -a (on BtN, you'll also find pairings like Dardan / Dardana and Gentian / Gentiana). The vowel combo -eu- is also used in several different names (e.g. Teuta), which supports Rene's finding.
Using these hunches, the feminine form of Eugen would be Eugena.

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However, I think it's possible Eugenia is also an option, since the -ia ending is used in several feminine Albanian names in the Wiktionary article as well. Albanian was influenced by Latin and Slavic languages, too, which tend to feminise names by ending it in -a or -ia, I believe. Eugenia is also way more common (in multiple languages) than Eugena.

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I also found this article, that lists some more common names (Amelia is popular, but has a variant Amelja; perhaps Eugenja is also possible?). And apparently, foreign names are on the rise in Albania.

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http://www.balkaninsight.com/en/article/experts-concerned-about-foreign-name-hype-in-albania-07-27-2016

It looks like the form Eugen is in use in Albania:
http://emrashqiptare.blogspot.ch/2010/12/emra-per-djemt-me-e.html
http://dptaulant.page.tl/Emra-Shqip.htm
https://www.linkedin.com/pub/dir/Eugen/+/al-0-Albania

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I could not find any female variant, at least with the variants that I tried.