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Rosa is somewhat dated, you'd be unlikely to meet one under 45, it would be considered boring and dated, but it used to be quite common, especially in working-class environments. Rosanna is not very common (but not odd either) and while it doesn't feel like a particularly "young" name, I can picture it on someone in her twenties or younger. Luisa is always spelled this way, since Italian is phonetical and normally each vowel is pronounced individually. It feels more like an older woman's name, but there was one in high school with me, and I know someone who has a 5-year old girl by this name (they were likely named after a grandmother). These 3 names feel quite standard.
Siena is just a city in Tuscany, it's never used as a given name and would be considered weird and tacky. We don't really have "place names".

I'm not an Italy expert, but the state I live in has the highest Italian population in America. So I guess I still know a fair bit about Italian names. I've seen Rosa used, though it is more often on middle-aged to older women. But it wouldn't seem out of place on a younger person. I've never seen Rosanna used, but Luisa is fairly common. I don't think Siena is really used that often as a name. Here are some other names that are common in my area.

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Michaela
Victoria
Nina
Sandra
Lucetta
Marisa / Marissa
Gabriella
Milan
Maria
Anna
Monica
Isabella
Nadia
Cinzia (CHIN-see-uh)
Gianna (super common. I know about 6 of them)
Caterina
Eva

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If you want a list of boys' names I can give one to you, too.