I believe the actress
Lena Olin pronounces it LEE-nah.
I'm in the US and here I've heard the other two names only as: huh-LAY-nah and uh-LAY-nah (or EE-LAY-nah)
HEH-lin-ah is so pretty, though, as the poster in Germany wrote it. Similarly, I knew an Elinore from
France who pronounced it EL-in-er, whereas here we say EL-in-ORE