It's really up to you how you want to write it. If you write it like 젠나, it is pronounced jen-na. If you write it like 제나 it is pronounces je-na. So there is a slight difference with the syllables but since it is not a native Korean name, it's really up to you how you want it to be pronounced and spelt. 옌나 sounds like a beautiful name so you can spell it that way. But it would be pronounced Yenna.