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This is a name invented in the recent decade(s).

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The name Сияна (Sijana, Siyana) reminds me of another word, the adjective сияйна (sijajna, siyayna), and obviously this was the indended effect.

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The adjective сияйна means radiant, shining:

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http://eurodict.com/СИЯЕН+searchid-44213-ed_bg_en.html

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The word is a cognate of the verb сияя and the noun сияние which exists in Russian with the same meaning.

Since it reminds me of the Russian word for dark blue, I looked up the Bulgarian word for blue, and it's sin (син).

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Also, I tried Wikipedia in Bulgarian (I don't know the language, but was hoping I could find a translation of an article that has the word/ name in it, then go back to English). http://bg.wikipedia.org/wiki/%D0%9F%D1%80%D0%B5%D0%BE%D0%B1%D1%80%D0%B0%D0%B6%D0%B5%D0%BD%D0%B8%D0%B5_%D0%93%D0%BE%D1%81%D0%BF%D0%BE%D0%B4%D0%BD%D0%B5

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The translation of the fourth and fifth lines is: On this day, celebrate their name day SOTIR spas, and all whose name is connected with the name of Jesus Christ - Hristin (s), Christian (a), Christo, etc., and all names, reflecting the glory of the Lord, as Siana (Divine lights) lights and Light.

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So possibly a heavenly blue light?

According to Google Translate, which isn't very accurate, it means 'presence or absence' in Finnish. But I don't think that's useful, there's probably someone who has more information about it.