(1) My favorite way to spell the name is
Oonagh, but
Oona is nice also. And yes, I love this name.
(2) Definitely
Anya. The others don't compare. They seem to have less history / meaning. I could be wrong; this is just my impression. If you are into Irish names like
Oona, have you considered
Aine? It has the same pronunciation as
Anya.
(3)
Henna? Isn't that a red hair dye? As overly used as
Hannah is, it's much better than
Henna.