I have a similar problem concerning family names and "untraditional" spellings.
My sister's name is
Candis (after our aunt, both spelled the same way...and I honestly think our grandparents just didn't know how to spell it 'correctly', no joke). I want to use it as a mn, but I refuse to spell it any other way than
Candis because my sister's name is not
Candice or
Candace, ya know? But that's as a mn, so it's not as big of an ordeal, I think. So maybe you could use Saydee, but as a mn? Otherwise, I would suggest spelling it
Sadie, only because of the headaches it would cause her, but I can understand wanting to be true to your grandmother's name, etc. :-/ *sigh*
A couple of suggestions:
Dora Saydee
Dorothea "
Thea" Saydee
Helena Saydee
Hope that helps. :)