I love Thea!
I'd spell it Thea, maybe Theia. Thaya and Theya look a little contrived, and the y takes away the pretty simpleness that Thea and Theia have. Thea by itself is soft, the y makes it more princessy, and the i makes it a little stronger/sharper.
Maybe Theia over Thea, since Thea is more likely to be called THEE-a?