I like
Una best because it’s simple and sweet.
Oona is okay too, although I don’t love the double O for reasons I can’t explain. I guess because it makes it look like an exclamation, like “boo!” Or “ooga-booga!” Yeah, I know it’s weird.
Oonagh reminds me of the word “queue”. So many letters to convey such a simple sound! I usually like traditions and vestigial reasons for spellings, but it’s an awful lot to take in in this case.