It's correctly pronounced ah-nah-EES. The trema is indicating that the i needs to be pronounced separately.
I used to love it but I am tired of it. It was super common in
France. Also, it makes me think of
Anais Gallagher and I find her a tiny bit annoying. She also mispronounces it as ah-NAYS which is too close to "anus" for my comfort. Because she is well known I'd be worried that people got used to her pronunciation and would constantly as ah-NAYS.
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https://www.behindthename.com/pnl/6232