Personally, I would say
Athenais as ath-uh-NAY-iss. Neither of the two pronunciations you listed seem like something coming from
Athenais, because I feel like the S is pronounced, even if they are a bit nicer. I still prefer the pronunciation for Athénaïs to any "English" pronunciation. Actually, my personal pronunciation of
Athenais is mostly an anglicized version of the French one.