This name is also well known in Highland Scotland with a very similar pronunciation. You need to say it softly and pronounce each syllable separately, although quickly enough so that you are not aware there are separate syllables. That is - Ca-tree-oh-na.
If there is any emphasis it is on the 'tree' part, because in Scottish the 'r' rolls on the tongue! It's a bit like Italian where they pronounce each vowel separately, although they are said so quickly that you hardly notice. E.G. Ciao, is chee-ah-o, heard as a rolling 'chow'.
Don't confuse this with
Katrina, which is simply pronounced ca-tree-na - there is no slight 'oh' sound.