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Sanja looks to be a variation of Sanja, which is from Sonya.
In russian, and other related languages the j makes a y sound, and in the translation are replaced by eachother.
By following the Sonya link you can see how the name is related to Sophia.
I wonder if your parents knew they were giving you and your sister the same name, in a sense.
I think that's neat

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~Silver