If she is connected with the Gulbenkian Foundation, I would suggest--quite seriously!--that you send an email to [email protected] and ask. In the United States, what most people do is to use an Anglicized pronunciation--just read it as "phonetically" as possible--and wait for someone to correct them. I have made more mistakes trying to pronounce a foreign name "correctly" and finding that the person uses and prefers an Anglicized pronunciation than the other way around. There are some foreign names that would be familiar and pronounced with an approximation to the foreign pronunciation, but this isn't one of them. As a matter of fact I'm not 100% sure what country this is from. I'd have guessed Irish, but there is a Siân Ede who is a director of the Gulbenkian Foundation, which seems to have Armenian and Portuguese connections. You can hear her talking at https://www.youtube.com/watch?v=clt-SbUg1t4 but unfortunately she doesn't introduce herself! She doesn't have a Wikipedia article, which is too bad as they would often give pronunciations. So, confronted with the problem, personally... I once knew one person with the surname Ede who pronounced it in two syllables, "ee-dee." I don't know what the diacritical mark over the "a" means. Rather than trying to guess, personally, I would say "Sigh-anne Eedee" and wait for somebody to correct me.

Sian is pronounced as ' Shawn ', I know this because one of the stars of I, Claudius was Sian Phillips and that is how she said her name

I would presume that this name is pronounced 'Shaan Eed.' 'Ede' is a not uncommon English surname which rhymes with 'need'. There definitely wouldn't be an 'h' sound at the beginning, and I wouldn't expect to pronounce the 'e' at the end as an extra syllable.