When you want just one sound coming from a vowel, in your case "ㅐ," you add ㅇto the beginning, because for something to make a sound in Korean, it needs to have one vowel and one consonant (it goes in the order of consonant-vowel). ㅇis your consonant.
So instead of ㅐ, you write 애 to make the e in elena. As hailey put it, your e can also be 에. That's also why she made it 스 in your last name; because you were missing a vowel (ㅡ is the vowel to make the ㅅ make a sound).
So it ends up 엘레나 에스카로나 or you can sub. the 에 with 애, as you've written it.