My ear also tends to love the long "o"s. I initially read this as "o-lee-nuh", which brought to mind the actress,
Lena Olin. As a form of
Helen, I'm guessing the "e" sound is actually supposed to be short, as in the word, "let"; "o-leh-nuh" sounds much prettier, I think. I really like
Helen, so I doubt I would choose this variant, but it's quite nice. Of your combinations, I best like...
Olena CatherineOlena DorothyOlena FrancesOlena MargaretOlena PrudenceOlena Xanthe