I've only ever heard
Xenia pronounced either "ksen-ya" or "zen-ya." I think
Zena / Zeena /
Zina or
Xena would be better for the "zee-na" pronunciation.
As for
Caoimhe, I think it would be a bit unusual on a child of non-Irish descent, but some Irish names like
Niamh have become reasonably popular in the
UK in the last few years, so it could work :) I definitely prefer the
Caoimhe spelling to
Keeva.