The comments under “urban” names disgust me. You can dislike a name and be respectful. Shelena is not a name I adore, but it’s definitely not as hideous as people are making it out to be.
Is sounds like "she lena", as if you are introducing someone named Lena with wrong grammar. It also sounds modern and classless. Selene, Helen, Ellen, Elena, Helena, and Lena, are good names... but Shelena?