I knew a
Helena, with whom I attended business school in 1995. I can remember asking her how to pronounce her name. I don't remember exactly how I knew it was
Helena without knowing how it was pronounced, but somehow I did. I asked her if it was he-LAY-na or HEL-en-a. (If enquiring minds want to know, she pronounced it he-LAY-na, but said she didn't care if it were pronounced HEL-en-a.)
Point being, I never knew if it was he-LAY-na or HEL-en-a and didn't have either pronunciation set in my head as the correct one as opposed to the other.
Even now, I don't, and would pronounce it whichever way the bearer wanted it pronounced. You said that there a lot of different ways, but I'm aware of only those two.