Actually, according to BtN they are both sort forms of Eleanor, though one is the German short form and the other is English. I personaly prn both of them Leh-NOR.
Leonore:
http://www.behindthename.com/php/search.php?nmd=n&terms=LeonoreLenore:
http://www.behindthename.com/php/search.php?nmd=n&terms=Lenore