The multiple pronunciations have gotten me in the past, but it’s come back around because i’ve always really loved this name. I’ve loved each prn, too, but have settled on hu lay nuh because I like [name_f]Lena[/name_f] lay-nuh as a possible nn. Try to be open minded about this combo, the middle is firm, no variations, and means a lot to me. Picking firsts is hard 
[name_f]Helena[/name_f] [name_f]Diana[/name_f]
[name_f]Helena[/name_f] is strong and beautiful!
I’m a big fan of all names of this nature Selena/Selene being my favourites and Lena/Elena/Helena also being some of my favourites I can’t use because of close proximity with names already used in the family. [name_f]Helena[/name_f] gives of strong and fearless vibes even though the pronounciation your after isn’t the most common as far as I’m aware so you may end up correcting people a bit. Middles for these names are also hard to come by but the one you chose fits very well. Some other suggestions that could work in the middle if necessary but can also be used in the first:
[name_f]Helena[/name_f] [name_u]Celeste[/name_u]
[name_f]Helena[/name_f] [name_u]Camille[/name_u]
[name_f]Helena[/name_f] [name_f]Delilah[/name_f]
[name_f]Helena[/name_f] [name_f]Francesca[/name_f]
[name_f]Helena[/name_f] [name_f]Victoria[/name_f]
I adore [name_f]Helena[/name_f]! I have the same thoughts about the multiple pronunciations, but it’s a beautiful name! [name_f]Helena[/name_f] and [name_f]Diana[/name_f] are beautiful names, but the flow probably depends on your last name. However, I think “Lena” [name_f]Diana[/name_f] is really lovely 
Also where I live most people say [name_f]Helena[/name_f] like [name_f]Elena[/name_f] with an h ( which I think is lovely) but I know in a lot of areas the emphasis on the HELL sound is the popular pronunciation, which I’m not a big fan of.
[name_u]Love[/name_u] [name_f]Helena[/name_f]! [name_u]Strong[/name_u], timeless, elegant.
I like the pronunciation you like but believe it will be split up among people upon first meeting with three different pronunciations. I do not think your pronunciation lends itself to [name_f]Lena[/name_f] being pro. layna until people are already familiar with her. A matter of opinion whether the corrections will be worth it.
I like both [name_f]Helena[/name_f] and [name_f]Diana[/name_f] separarely and together they do have a regal flair, but, ordinarily, I would not favor the flow of the two having three syllables and ending the same.
I LOVE [name_f]Helena[/name_f], especially pronounced the way you do it. It’s a lovely name, beautiful, strong, timeless, lovely meaning and unique enough to go through life without meeting any of many of them.
It’s been on my list for a super long time!