Oona - Same as you, OH-nuh. I've only met one girl with this name, and that's how she pronounced it. Most people, it seems, say OO-nuh, like
Una.
Iona - Again, same as you. eye-OH-nuh.
Ione - I seem to be alone in this one, as I say eye-OH-neh. Almost the same as
Iona.