I am linking to a column I wrote on the name back in 2016.
https://omaha.com/lifestyles/evans-madonna-as-a-name-is-never-in-vogue/article_0f3ceee5-a5f3-5b4d-bf41-77d060c79cc1.html
As you can read in the column, though
Madonna was originally an Italian word or title, it is definitely NOT an Italian name. And of course it won't be thought appropriate for a baby by most parents as long as the singer is the only image that comes to mind when people hear it.