I pronounce it the same as you do, but now I’m not too sure if that’s just because you mentioned it was originally Vanadey!
I think I’d pronounce it [name_u]Anne[/name_u]-uh-day. [name_f]My[/name_f] second guess would be [name_u]Anne[/name_u]-uh-dee, kind of like [name_u]Kennedy[/name_u], but with an [name_u]Anne[/name_u] instead of a [name_m]Ken[/name_m] at the beginning.
I think people get tripped up on the Ahn-na versus An-na pronunctiation a lot. I know a girl named [name_f]Anna[/name_f]. I get confused whenever I say her name because when I was a kid I knew someone else who pronounced it the other way. The girl I grew up with got her name mispronounced constantly, too. You might not have that problem as bad depending on where you live, and especially with [name_f]Anna[/name_f] from Frozen being so popular. As long as you’re prepared for a little bit of confusion, I think it’s a beautiful name. [name_u]Unique[/name_u], but not too “out-there”. I say go for it!