There was a song in a musical about
Marian the Librarian! So the first syllable is like a female horse. In
Marion the first syllable has a short vowel, like the one in man and apple.(But I speak British English.)
I would never expect
Marian to sound like
Marianne; I see and hear it as originally an adjective meaning 'something to do with
Mary', where
Mary can be the
Tudor queen or the mother of
Jesus. And
Marion to me is a French equivalent of 'little
Mary'. I prefer the look of
Marian and the sound of
Marion, but I would use
Marianne long before either of the others.