I love (and prefer) [name_f]Idony[/name_f] myself, and pronounce it as EE-duh-nee. I’ve made a couple of threads here as to this name in the past, and the majority of people mention their disliking of it because it ‘sounds too much like ‘idiot’ or ‘idiocy’’ so yes, I imagine most English speakers would say ID-uh-nee. I enjoy it because it is a nice ‘blend’ of both Scandinavian and English, of which is my ancestry. I like [name_f]Idonea[/name_f] too, and would say it as ee-duh-NEE-uh.
Ultimately, I think if Idunn you do like best, using it as is in the middle may well be your best bet. Otherwise, I do think [name_f]Idony[/name_f] would work really well as a first without too many pronunciation issues.