I would only use
Danaë and it's pronounced dah-nah-eh.
Danai (dah-nah-ee) is the modern form I believe (former ancient Greek, latter modern Greek). I hope I got it right. I didn't look but I know this name because it used to be a favorite.
I think in English speaking countries it will 100% become dah-NAY. I actually know three people with
Danae (dah-NAY) as their middle name. One born in the 70s and two in the 90s. One of the ones born in the 90s was named after the one born in the 70s (aunt).
It is nice but hardly anyone will appreciate its background, they will just think of it as a trendy form of
Dana or
Danielle.
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https://www.behindthename.com/pnl/6232