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Jena I would pronounce as Jenna and I can't think of any example in English where Je followed by a consonant, at the start of a word, would be pronounced as jee not jeh.(I might be wrong though).

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The next two I would both pronounce as Jo-ny

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Joey I see as quite unisex but I wouldn't name a girl independently Joey. It's a cute nickname though for any other Jo- feminine names.