I think
Cloelia is still pronounced "klee-lee-ah", just like
Clelia. In most cases the Greco-Roman "oe" is said that way (like in Coeliac,
Phoebe, etc).
"klo-EL-ia" would be really pretty though!
I find the name
Cloelia very beautiful.
Clelia is a little less elegant somehow, but still very pretty. And the namesake is indeed awesome!