Elena is one of those names that simply doesn't have an agreed upon pronunciation in English. Most people in the USA today are most familiar with it as a Spanish name, and so tend to pronounce it close to "eh-LAY-nuh", which approximates the Spanish pronunciation. However, in the past other pronunciations have been used. Some bearers of the name have preferred "eh-LEE-nuh", and I know one woman of this name who pronounces it like "Ellen-uh".
It's the same way with
Helena. There are people who use all three of the pronunciations you give. So as any author, if these are American characters, you can pronounce them any way you think the parents of your characters would have been most likely to prefer. Just explain the pronunciation to your readers if you think this is important for the storyline.