My violin teacher is Russian, as is the young woman whose lesson immediately follows mine. I recently asked her to remind me again of her name, and she answered "Alena", pronouncing it "Ah-LAY-na". My teacher chimed in with his pronunciation, "Al-YO-na", and gave me a somewhat garbled explanation of how the Russian vowel was pronounced differently in English. I later did a bit of research on the Russian alphabet and discovered that the original name is actually spelled "Alёna"; the "ё" is pronounced like the English "yo".
Given the vast difference in sound between the Russian and English versions of the vowels, I was surprised Alena (or her parents) didn't choose to spell her name "Alyona" or "Aliona" or something else that would reflect the native pronunciation when they moved to this country. But then I realized that it comes down to whether one cares more about the appearance or the sound of one's name. I spell my name the German/Scandinavian way, "Karin", and I pronounce it basically the same way as the more common American spelling "Karen". Although I try not to be unreasonable about it, I care about having my name spelled correctly. There was a time when I also cared about having it pronounced the way I pronounce it, but now I consider all different pronunciations of my name (KAHR-in, kuh-RIN, kuh-REEN) to be more or less valid and don't correct people unless explicitly requested. Maybe it's because it's the spelling, rather than the sound, that makes my name unique, or maybe it's because I'm a much more visual than auditory person.
On the other hand, I have a friend whose given name is Maura, but she recently changed it to Mara. I've only ever interacted with her online, and until the change I'd always thought of her as "MORE-uh", rather than the pronunciation she prefers, which is "MARR-uh". For her, making a spelling change in her name was a minor price to pay to get people to say it the way she wanted. I personally would consider it mildly traumatic!
So what's the essence of your name to you...appearance or sound?