I like
Elysia best. Elysian is good, but it does read as an acjective "of Elysium / from the Elysian Fields".
Elysium doesn't make sense as a name at all IMO.
I once knew and
Elysia who pronounced it ə-li-sha, which I didn't really like because it just sounded like
Alicia or something, but I like
Elysia in theory.